A constraint-reduced variant of Mehrotra's predictor-corrector algorithm
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Publication:429507
DOI10.1007/S10589-010-9389-4zbMath1245.90056OpenAlexW2135217918MaRDI QIDQ429507
Stacey O. Nicholls, Luke B. Winternitz, André L. Tits, Dianne P. O'Leary
Publication date: 19 June 2012
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-010-9389-4
Numerical mathematical programming methods (65K05) Sensitivity, stability, parametric optimization (90C31) Linear programming (90C05)
Related Items (7)
A constraint-reduced algorithm for semidefinite optimization problems with superlinear convergence ⋮ A constraint-reduced MPC algorithm for convex quadratic programming, with a modified active set identification scheme ⋮ Constraint optimal selection techniques (COSTs) for nonnegative linear programming problems ⋮ Adaptive constraint reduction for convex quadratic programming ⋮ A polynomial time constraint-reduced algorithm for semidefinite optimization problems ⋮ Addressing rank degeneracy in constraint-reduced interior-point methods for linear optimization ⋮ rMPC
Uses Software
Cites Work
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