Warm-Start Strategies in Interior-Point Methods for Linear Programming

From MaRDI portal
Revision as of 16:16, 3 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:2784437

DOI10.1137/S1052623400369235zbMath1007.90079MaRDI QIDQ2784437

E. Alper Yıldırım, Stephen J. Wright

Publication date: 23 April 2002

Published in: SIAM Journal on Optimization (Search for Journal in Brave)




Related Items (34)

An \(\mathrm S\ell _1 \mathrm{LP}\)-active set approach for feasibility restoration in power systemsOn handling cutting planes in interior-point methods for solving semi-definite relaxations of binary quadratic optimization problemsA decomposition-based crash-start for stochastic programmingA Newton's method for perturbed second-order cone programsAccurate On-line Support Vector RegressionUsing the primal-dual interior point algorithm within the branch-price-and-cut methodNon-negatively constrained image deblurring with an inexact interior point methodIncremental optimal process excitation for online system identification based on evolving local model networksWarm start by Hopfield neural networks for interior point methodsTechniques for exploring the suboptimal setInitial guess sensitivity in computational optimal control problemsOptimization problem coupled with differential equations: a numerical algorithm mixing an Interior-point method and event detectionAn interior-point implementation developed and tuned for radiation therapy treatment planningCould we use a million cores to solve an integer program?Towards an efficient augmented Lagrangian method for convex quadratic programmingHopfield neural networks in large-scale linear optimization problemsWarmstarting the homogeneous and self-dual interior point method for linear and conic quadratic problemsA new warmstarting strategy for the primal-dual column generation methodInterior Point Methods for Nonlinear OptimizationAn exact primal-dual penalty method approach to warmstarting interior-point methods for linear programmingA warm-start approach for large-scale stochastic linear programsSimplex QP-based methods for minimizing a conic quadratic objective over polyhedraRecent Progress in Interior-Point Methods: Cutting-Plane Algorithms and Warm StartsFORCES NLP: an efficient implementation of interior-point methods for multistage nonlinear nonconvex programsApproximate minimum enclosing balls in high dimensions using core-setsWarmstarting for interior point methods applied to the long-term power planning problemConstrained graph layout by stress majorization and gradient projectionAdvances in the simulation of viscoplastic fluid flows using interior-point methodsMixed integer nonlinear programming using interior-point methodsMultiplicative update rules for incremental training of multiclass support vector machinesImplementation of warm-start strategies in interior-point methods for linear programming in fixed dimensionSICOpt: Solution approach for nonlinear integer stochastic programming problemsMove blocked model predictive control with guaranteed stability and improved optimality using linear interpolation of base sequencesActive-set prediction for interior point methods using controlled perturbations




This page was built for publication: Warm-Start Strategies in Interior-Point Methods for Linear Programming