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Interior-point algorithms for global optimization

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Abstract

We describe recent developments in interior-point algorithms for global optimization. We will focus on the algorithmic research for nonconvex quadratic programming, linear complementarity problem, and integer programming. We also outline directions in which future progress might be made.

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YE, Y. Interior-point algorithms for global optimization. Ann Oper Res 25, 59–73 (1990). https://doi.org/10.1007/BF02283687

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