The role of the augmented system in interior point methods

DOI10.1016/S0377-2217(97)00074-XzbMath0943.90069OpenAlexW2074043275MaRDI QIDQ1296137

István Maros, Csaba Meszaros

Publication date: 11 July 1999

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-2217(97)00074-x

zbMATH Keywords

linear programminginterior point methodsaugmented system

Mathematics Subject Classification ID

Interior-point methods (90C51)

Related Items (10)

Detecting ``dense columns in interior point methods for linear programs ⋮ General-purpose preconditioning for regularized interior point methods ⋮ Regularization techniques in interior point methods ⋮ A primal-dual interior-point algorithm for quadratic programming ⋮ Some insights into the solution algorithms for SLP problems ⋮ Solving linear systems in interior-point methods ⋮ The augmented system variant of IPMs in two-stage stochastic linear programming computation ⋮ Sparsity in convex quadratic programming with interior point methods ⋮ The BPMPD interior point solver for convex quadratic problems ⋮ Benchmarking interior point Lp/Qp solvers

Uses Software

• ALPO

Cites Work

• Unnamed Item
• A modification of Karmarkar's linear programming algorithm
• Computing projections for the Karmarkar algorithm
• Computational experience with a primal-dual interior point method for linear programming
• On the augmented system approach to sparse least-squares problems
• Prior reduced fill-in in solving equations in interior point algorithms
• Solving symmetric indefinite systems in an interior-point method for linear programming
• Fast Cholesky factorization for interior point methods of linear programming
• Symmetric indefinite systems for interior point methods
• Affine-scaling for linear programs with free variables
• Exploiting Special Structure in Primal Dual Interior Point Methods
• Path-Following Methods for Linear Programming
• On Implementing Mehrotra’s Predictor–Corrector Interior-Point Method for Linear Programming
• Implementation of a Dual Affine Interior Point Algorithm for Linear Programming
• Modifying Pivot Elements in Gaussian Elimination
• ALPO: Another Linear Program Optimizer
• Feature Article—Interior Point Methods for Linear Programming: Computational State of the Art
• Commentary—Progress in Linear Programming
• Commentary—Major Cholesky Would Feel Proud
• Commentary—Interior-Point Methods: Algorithms and Formulations
• Splitting dense columns of constraint matrix in interior point methods for large scale linear programming¹¹The results discussed in the paper have been obtained when the author was staying at LAMSADE, University of Paris Dauphine, Place du Marechal de Lattre de Tassigny, 75775 Paris Cedex 16, France$ef:²²A preliminary version of the paper has been presented at the Applied Mathematical Programming and Modelling Symposium APMOD’91 in London, January 14-…
• The Factorization of Sparse Symmetric Indefinite Matrices
• SOLVING LARGE SCALE LINEAR PROGRAMMING PROBLEMS USING AN INTERIOR POINT METHOD ON A MASSIVELY PARALLEL SIMD COMPUTER

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