Matrix-free interior point method
From MaRDI portal
Publication:429480
DOI10.1007/S10589-010-9361-3zbMath1241.90179OpenAlexW2041563548MaRDI QIDQ429480
Publication date: 19 June 2012
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: http://www.maths.ed.ac.uk/~gondzio/REF/gondzioMatrixFree.pdf
linear programmingquadratic programmingiterative methodsinterior point methodsmatrix-freeimplicit preconditioner
Related Items (38)
Koopman operator method for solution of generalized aggregate data inverse problems ⋮ Fast convergence of an inexact interior point method for horizontal complementarity problems ⋮ Conic optimization via operator splitting and homogeneous self-dual embedding ⋮ Performance of first- and second-order methods for \(\ell_1\)-regularized least squares problems ⋮ Effective matrix-free preconditioning for the augmented immersed interface method ⋮ Efficient Preconditioners for Interior Point Methods via a New Schur Complement-Based Strategy ⋮ Parallel cyclic reduction strategies for linear systems that arise in dynamic optimization problems ⋮ Crash start of interior point methods ⋮ GMRES-Accelerated ADMM for Quadratic Objectives ⋮ On the update of constraint preconditioners for regularized KKT systems ⋮ A novel class of approximate inverse preconditioners for large positive definite linear systems in optimization ⋮ An inexact interior point method for the large-scale simulation of granular material ⋮ A new proposal to improve the early iterations in the interior point method ⋮ A matrix-free approach to build band preconditioners for large-scale bound-constrained optimization ⋮ A New Stopping Criterion for Krylov Solvers Applied in Interior Point Methods ⋮ An interior-point implementation developed and tuned for radiation therapy treatment planning ⋮ Convergence of a stabilized SQP method for equality constrained optimization ⋮ IPRQP: a primal-dual interior-point relaxation algorithm for convex quadratic programming ⋮ Aggregation with dependencies: capacities and fuzzy integrals ⋮ Spectral estimates for unreduced symmetric KKT systems arising from Interior Point methods ⋮ Matrix-Free Convex Optimization Modeling ⋮ Recycling basic columns of the splitting preconditioner in interior point methods ⋮ Proximal stabilized interior point methods and \textit{low-frequency-update} preconditioning techniques ⋮ A constraint-reduced variant of Mehrotra's predictor-corrector algorithm ⋮ Interior point methods 25 years later ⋮ On the behavior of Lagrange multipliers in convex and nonconvex infeasible interior point methods ⋮ An adaptively regularized sequential quadratic programming method for equality constrained optimization ⋮ Solving large-scale optimization problems related to Bell's theorem ⋮ A matrix-free smoothing algorithm for large-scale support vector machines ⋮ Interior-point solver for convex separable block-angular problems ⋮ Matrix-free interior point method for compressed sensing problems ⋮ Non-interior-point smoothing Newton method for CP revisited and its application to support vector machines ⋮ On partial Cholesky factorization and a variant of quasi-Newton preconditioners for symmetric positive definite matrices ⋮ A Hamiltonian decomposition for fast interior-point solvers in model predictive control ⋮ Quasi-Newton approaches to interior point methods for quadratic problems ⋮ Implementation of interior-point methods for LP based on Krylov subspace iterative solvers with inner-iteration preconditioning ⋮ An ADMM-based interior-point method for large-scale linear programming ⋮ An inexact dual logarithmic barrier method for solving sparse semidefinite programs
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Quadratic regularizations in an interior-point method for primal block-angular problems
- Convergence analysis of the inexact infeasible interior-point method for linear optimization
- Further development of multiple centrality correctors for interior point methods
- On scaled projections and pseudoinverses
- A primal-dual infeasible-interior-point algorithm for linear programming
- A QMR-based interior-point algorithm for solving linear programs
- Inexact interior-point method
- A new class of preconditioners for large-scale linear systems from interior point methods for linear programming
- Preconditioning indefinite systems in interior point methods for optimization
- On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods
- Inexact constraint preconditioners for linear systems arising in interior point methods
- Convergence Analysis of Inexact Infeasible-Interior-Point Algorithms for Solving Linear Programming Problems
- On the Solution of Equality Constrained Quadratic Programming Problems Arising in Optimization
- Numerical solution of saddle point problems
- Exact Regularization of Convex Programs
- A Matrix-Free Algorithm for Equality Constrained Optimization Problems with Rank-Deficient Jacobians
- LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
- Inexact Newton Methods
- Preconditioners for Indefinite Systems Arising in Optimization
- A Preconditioned Iterative Method for Saddlepoint Problems
- Atomic Decomposition by Basis Pursuit
- Fast Iterative Solution of Stabilised Stokes Systems Part II: Using General Block Preconditioners
- Interior-Point Methods for Massive Support Vector Machines
- Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization
- Krylov Subspace Methods for Saddle Point Problems with Indefinite Preconditioning
- On the Stability of Cholesky Factorization for Symmetric Quasidefinite Systems
- An Iterative Solver-Based Infeasible Primal-Dual Path-Following Algorithm for Convex Quadratic Programming
- Implicit-Factorization Preconditioning and Iterative Solvers for Regularized Saddle-Point Systems
This page was built for publication: Matrix-free interior point method
