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Interior point methods and simulated annealing for nonsymmetric conic optimization

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  • Badenbroek, Riley

    (Tilburg University, School of Economics and Management)

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  • Badenbroek, Riley, 2021. "Interior point methods and simulated annealing for nonsymmetric conic optimization," Other publications TiSEM 4374ab25-fdb5-4e6e-a198-6, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:4374ab25-fdb5-4e6e-a198-6b21e4ad6d91
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/48162364/200375_PhD_Riley_Badenbroek_digitaal.pdf
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    References listed on IDEAS

    as
    1. Badenbroek, Riley & Dahl, Joachim, 2020. "An Algorithm for Nonsymmetric Conic Optimization Inspired by MOSEK," Other publications TiSEM bcf7ef05-e4e6-4ce8-b2e9-6, Tilburg University, School of Economics and Management.
    2. Badenbroek, Riley & de Klerk, Etienne, 2020. "An Analytic Center Cutting Plane Method to Determine Complete Positivity of a Matrix," Other publications TiSEM 876ff1ab-036c-4635-9688-1, Tilburg University, School of Economics and Management.
    3. Claude J. P. Bélisle & H. Edwin Romeijn & Robert L. Smith, 1993. "Hit-and-Run Algorithms for Generating Multivariate Distributions," Mathematics of Operations Research, INFORMS, vol. 18(2), pages 255-266, May.
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    Cited by:

    1. Riley Badenbroek & Etienne Klerk, 2022. "Simulated Annealing for Convex Optimization: Rigorous Complexity Analysis and Practical Perspectives," Journal of Optimization Theory and Applications, Springer, vol. 194(2), pages 465-491, August.
    2. de Klerk, Etienne & Badenbroek, Riley, 2022. "Simulated annealing with hit-and-run for convex optimization: complexity analysis and practical perspectives," Other publications TiSEM 323b4588-65e0-4889-a555-9, Tilburg University, School of Economics and Management.
    3. Sabir, Zulqurnain & Said, Salem Ben & Baleanu, Dumitru, 2022. "Swarming optimization to analyze the fractional derivatives and perturbation factors for the novel singular model," Chaos, Solitons & Fractals, Elsevier, vol. 164(C).

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