Exploiting structure in parallel implementation of interior point methods for optimization

DOI10.1007/S10287-008-0090-3zbMath1170.90518OpenAlexW2044265095MaRDI QIDQ2271797

Jacek Gondzio, Andreas Grothey

Publication date: 4 August 2009

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://www.pure.ed.ac.uk/ws/files/9131946/Exploiting_structure_in_parallel_implementation_of_interior_point_methods_for_optimization.pdf

zbMATH Keywords

optimizationparallelisminterior point methodsobject-orientedstructure exploitation

Mathematics Subject Classification ID

Interior-point methods (90C51)

Related Items (19)

Solving security constrained optimal power flow problems by a structure exploiting interior point method ⋮ Exact optimal experimental designs with constraints ⋮ On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods ⋮ Interior Point Methods Can Exploit Structure of Convex Piecewise Linear Functions with Application in Radiation Therapy ⋮ An interior-point approach for primal block-angular problems ⋮ Parallel distributed-memory simplex for large-scale stochastic LP problems ⋮ Distributed algorithms for convex problems with linear coupling constraints ⋮ Recycling basic columns of the splitting preconditioner in interior point methods ⋮ Consensus-based Dantzig-Wolfe decomposition ⋮ A preconditioning technique for Schur complement systems arising in stochastic optimization ⋮ A Distributed Interior-Point KKT Solver for Multistage Stochastic Optimization ⋮ Optimization techniques for tree-structured nonlinear problems ⋮ A massively parallel interior-point solver for LPs with generalized arrowhead structure, and applications to energy system models ⋮ A structure-conveying modelling language for mathematical and stochastic programming ⋮ Decentralized optimization over tree graphs ⋮ The parallel solution of dense saddle-point linear systems arising in stochastic programming ⋮ Design and implementation of a modular interior-point solver for linear optimization ⋮ On electricity market equilibria with storage: modeling, uniqueness, and a distributed ADMM ⋮ Distributed primal–dual interior-point methods for solving tree-structured coupled convex problems using message-passing

Uses Software

• OOQP
• OPT++
• OOPS
• TAO
• SUTIL

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A warm-start approach for large-scale stochastic linear programs
• Solving nonlinear portfolio optimization problems with the primal-dual interior point method
• On the augmented system approach to sparse least-squares problems
• An implementation of a parallel primal-dual interior point method for block- structured linear programs
• High performance algorithms and software in nonlinear optimization. Conference, HPSNO 97, Ischia, Italy, June 1997
• Parallel interior-point solver for structured linear programs
• A Riccati-based primal interior point solver for multistage stochastic programming
• Decomposition algorithms for stochastic programming on a computational grid
• A structure-conveying modelling language for mathematical and stochastic programming
• Parallel interior-point solver for structured quadratic programs: Application to financial planning problems
• Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming
• The Evolution of the Minimum Degree Ordering Algorithm
• Interior-Point Methods for Massive Support Vector Machines
• Reoptimization With the Primal-Dual Interior Point Method
• Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization
• An Interior Point Method for Bordered Block-Diagonal Linear Programs
• Symmetric Quasidefinite Matrices
• Object-oriented software for quadratic programming
• Parallel Processing and Applied Mathematics

This page was built for publication: Exploiting structure in parallel implementation of interior point methods for optimization