Warmstarting the homogeneous and self-dual interior point method for linear and conic quadratic problems

DOI10.1007/s12532-012-0046-zzbMath1269.90080OpenAlexW2114416272MaRDI QIDQ1947198

Erling D. Andersen, Yinyu Ye, Anders Skajaa

Publication date: 12 April 2013

Published in: Mathematical Programming Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12532-012-0046-z

zbMATH Keywords

interior point methodconic programminghomogeneous modelwarmstart

Mathematics Subject Classification ID

Convex programming (90C25) Quadratic programming (90C20) Linear programming (90C05) Interior-point methods (90C51)

Related Items (9)

CBLIB 2014: a benchmark library for conic mixed-integer and continuous optimization ⋮ Accelerated proximal gradient method for bi-modulus static elasticity ⋮ Crash start of interior point methods ⋮ Time-Varying Semidefinite Programming: Path Following a Burer–Monteiro Factorization ⋮ A guide to conic optimisation and its applications ⋮ A multilevel analysis of the Lasserre hierarchy ⋮ A new warmstarting strategy for the primal-dual column generation method ⋮ Accelerated proximal gradient method for elastoplastic analysis with von Mises yield criterion ⋮ Active-set prediction for interior point methods using controlled perturbations

Uses Software

• SeDuMi
• Mosek

Cites Work

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