Regularization techniques in interior point methods (Q432801): Difference between revisions

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scientific article

Language	Label	Description	Also known as
English	Regularization techniques in interior point methods	scientific article

Statements

instance of

scholarly article

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title

Regularization techniques in interior point methods (English)

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published in

Journal of Computational and Applied Mathematics

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publication date

4 July 2012

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review text

The author studies the factorization of the augmented system arising in interior point methods and generalizes the regularization techniques developed and used in linear programming to the case when the scaling matrix is positive semidefinite, but not diagonal. Some preliminary numerical results for several non-separable convex quadratic optimization problems are provided to demonstrate the usability of the proposed regularization scheme.

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reviewed by

Guo-Qiang Wang

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zbMATH Keywords

interior point methods

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symmetric factorization

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regularization

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numerical results

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convex quadratic optimization problems

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author

Csaba Meszaros

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describes a project that uses

BPMPD

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MaRDI profile type

Publication

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full work available at URL

https://doi.org/10.1016/j.cam.2011.07.012

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cites work

A new polynomial-time algorithm for linear programming

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On the Implementation of a Primal-Dual Interior Point Method

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Q4347846

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Presolving in linear programming

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Advanced preprocessing techniques for linear and quadratic programming

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Q4323614

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SOLVING LARGE SCALE LINEAR PROGRAMMING PROBLEMS USING AN INTERIOR POINT METHOD ON A MASSIVELY PARALLEL SIMD COMPUTER

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On the implementation of interior point methods for dual-core platforms

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Modified Cholesky Factorizations in Interior-Point Algorithms for Linear Programming

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Stability of Augmented System Factorizations in Interior-Point Methods

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The Cholesky factorization in interior point methods

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On Numerical Issues of Interior Point Methods

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On free variables in interior point methods

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Q3491304

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Theoretical convergence of large-step primal-dual interior point algorithms for linear programming

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A primal-dual infeasible-interior-point algorithm for linear programming

0 references

Computational experience with a primal-dual interior point method for linear programming

0 references

Feature Article—Interior Point Methods for Linear Programming: Computational State of the Art

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Symmetric Quasidefinite Matrices

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The role of the augmented system in interior point methods

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Sparsity in convex quadratic programming with interior point methods

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Q4121360

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The BPMPD interior point solver for convex quadratic problems

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Identifiers

zbMATH Open document ID

1250.65079

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Mathematics Subject Classification ID

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10.1016/J.CAM.2011.07.012

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Sitelinks

Mathematics(1 entry)

mardi Publication:432801

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@@ Property / author @@
-Csaba Meszaros
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@@ Property / review text @@
+The author studies the factorization of the augmented system arising in interior point methods and generalizes the regularization techniques developed and used in linear programming to the case when the scaling matrix is positive semidefinite, but not diagonal. Some preliminary numerical results for several non-separable convex quadratic optimization problems are provided to demonstrate the usability of the proposed regularization scheme.
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+Guo-Qiang Wang
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@@ Property / Mathematics Subject Classification ID: 90C25 / rank @@
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@@ Property / zbMATH DE Number: 6053128 / rank @@
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@@ Property / zbMATH Keywords @@
+interior point methods
@@ Property / zbMATH Keywords: interior point methods / rank @@
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@@ Property / zbMATH Keywords @@
+symmetric factorization
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+Normal rank
@@ Property / zbMATH Keywords @@
+regularization
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+Normal rank
@@ Property / zbMATH Keywords @@
+numerical results
@@ Property / zbMATH Keywords: numerical results / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+convex quadratic optimization problems
@@ Property / zbMATH Keywords: convex quadratic optimization problems / rank @@
+Normal rank
@@ Property / author @@
+Csaba Meszaros
@@ Property / author: Csaba Meszaros / rank @@
+Normal rank
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+BPMPD
@@ Property / describes a project that uses: BPMPD / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.cam.2011.07.012
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+W2054631952
@@ Property / OpenAlex ID: W2054631952 / rank @@
+Normal rank
@@ Property / cites work @@
+A new polynomial-time algorithm for linear programming
+Normal rank
@@ Property / cites work @@
+On the Implementation of a Primal-Dual Interior Point Method
+Normal rank
@@ Property / cites work @@
+Q4347846
@@ Property / cites work: Q4347846 / rank @@
+Normal rank
@@ Property / cites work @@
+Presolving in linear programming
@@ Property / cites work: Presolving in linear programming / rank @@
+Normal rank
@@ Property / cites work @@
+Advanced preprocessing techniques for linear and quadratic programming
+Normal rank
@@ Property / cites work @@
+Q4323614
@@ Property / cites work: Q4323614 / rank @@
+Normal rank
@@ Property / cites work @@
+SOLVING LARGE SCALE LINEAR PROGRAMMING PROBLEMS USING AN INTERIOR POINT METHOD ON A MASSIVELY PARALLEL SIMD COMPUTER
+Normal rank
@@ Property / cites work @@
+On the implementation of interior point methods for dual-core platforms
+Normal rank
@@ Property / cites work @@
+Modified Cholesky Factorizations in Interior-Point Algorithms for Linear Programming
+Normal rank
@@ Property / cites work @@
+Stability of Augmented System Factorizations in Interior-Point Methods
+Normal rank
@@ Property / cites work @@
+The Cholesky factorization in interior point methods
+Normal rank
@@ Property / cites work @@
+On Numerical Issues of Interior Point Methods
@@ Property / cites work: On Numerical Issues of Interior Point Methods / rank @@
+Normal rank
@@ Property / cites work @@
+On free variables in interior point methods
@@ Property / cites work: On free variables in interior point methods / rank @@
+Normal rank
@@ Property / cites work @@
+Q3491304
@@ Property / cites work: Q3491304 / rank @@
+Normal rank
@@ Property / cites work @@
+Theoretical convergence of large-step primal-dual interior point algorithms for linear programming
+Normal rank
@@ Property / cites work @@
+A primal-dual infeasible-interior-point algorithm for linear programming
+Normal rank
@@ Property / cites work @@
+Computational experience with a primal-dual interior point method for linear programming
+Normal rank
@@ Property / cites work @@
+Feature Article—Interior Point Methods for Linear Programming: Computational State of the Art
+Normal rank
@@ Property / cites work @@
+Symmetric Quasidefinite Matrices
@@ Property / cites work: Symmetric Quasidefinite Matrices / rank @@
+Normal rank
@@ Property / cites work @@
+The role of the augmented system in interior point methods
+Normal rank
@@ Property / cites work @@
+Sparsity in convex quadratic programming with interior point methods
+Normal rank
@@ Property / cites work @@
+Q4121360
@@ Property / cites work: Q4121360 / rank @@
+Normal rank
@@ Property / cites work @@
+The BPMPD interior point solver for convex quadratic problems
+Normal rank
@@ Property / DOI @@
+.1016/J.CAM.2011.07.012
@@ Property / DOI: 10.1016/J.CAM.2011.07.012 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:432801