Symmetric indefinite systems for interior point methods

DOI10.1007/BF01581257zbMath0791.90033OpenAlexW2057697122MaRDI QIDQ1803613

Tamra J. Carpenter, Robert J. Vanderbei

Publication date: 29 June 1993

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01581257

zbMATH Keywords

interior point methodsnonseparable quadratic programs

Mathematics Subject Classification ID

Convex programming (90C25) Quadratic programming (90C20) Linear programming (90C05) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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Uses Software

• Unnamed Item
• MINOS
• symrcm

Cites Work

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• A modification of Karmarkar's linear programming algorithm
• A new polynomial-time algorithm for linear programming
• Feasibility issues in a primal-dual interior-point method for linear programming
• Computational experience with a primal-dual interior point method for linear programming
• Interior path following primal-dual algorithms. I: Linear programming
• Interior path following primal-dual algorithms. II: Convex quadratic programming
• On finding a vertex solution using interior point methods
• A brief description of ALPO
• An implementation of Karmarkar's algorithm for linear programming
• A variation on Karmarkar’s algorithm for solving linear programming problems
• Preconditioners for Indefinite Systems Arising in Optimization
• On the Implementation of a Primal-Dual Interior Point Method
• A FAST ALGORITHM FOR SOLVING LARGE SCALE MEAN-VARIANCE MODELS BY COMPACT FACTORIZATION OF COVARIANCE MATRICES
• On Implementing Mehrotra’s Predictor–Corrector Interior-Point Method for Linear Programming
• Implementation of a Dual Affine Interior Point Algorithm for Linear Programming
• ALPO: Another Linear Program Optimizer
• Separable Quadratic Programming via a Primal-Dual Interior Point Method and its Use in a Sequential Procedure

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