Dynamic non-diagonal regularization in interior point methods for linear and convex quadratic programming

DOI10.1007/S10957-019-01491-1zbMath1420.90082arXiv1902.04834OpenAlexW3104106909WikidataQ128319000 ScholiaQ128319000MaRDI QIDQ2420822

Spyridon Pougkakiotis, Jacek Gondzio

Publication date: 7 June 2019

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.04834

zbMATH Keywords

interior point methodsgeneralized proximal point methodsprimal-dual regularization

Mathematics Subject Classification ID

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

Related Items (8)

Sparse Approximations with Interior Point Methods ⋮ Efficient Preconditioners for Interior Point Methods via a New Schur Complement-Based Strategy ⋮ Applying iterated mapping to the no-three-in-a-line problem ⋮ A New Stopping Criterion for Krylov Solvers Applied in Interior Point Methods ⋮ General-purpose preconditioning for regularized interior point methods ⋮ An interior point-proximal method of multipliers for convex quadratic programming ⋮ An interior point-proximal method of multipliers for linear positive semi-definite programming ⋮ Block preconditioners for linear systems in interior point methods for convex constrained optimization

Uses Software

• NETLIB LP Test Set

Cites Work

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