Further Development of a Primal-Dual Interior Point Method
From MaRDI portal
Publication:4025908
DOI10.1287/ijoc.2.4.304zbMath0757.90051OpenAlexW2115974907MaRDI QIDQ4025908
David F. Shanno, Clyde l. Monma, In-Chan Choi
Publication date: 18 February 1993
Published in: ORSA Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/ijoc.2.4.304
Linear programming (90C05) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
Related Items (22)
Interior dual proximal point algorithm for linear programs ⋮ Determination of optimal vertices from feasible solutions in unimodular linear programming ⋮ Stable algorithm for updating denseLUfactorization after row or column exchange and row and column addition or deletion ⋮ On finding a vertex solution using interior point methods ⋮ A brief description of ALPO ⋮ Solving combinatorial optimization problems using Karmarkar's algorithm ⋮ A diagonal quadratic approximation method for large scale linear programs ⋮ Product-form Cholesky factorization in interior point methods for second-order cone programming ⋮ A globally convergent non-interior point algorithm with full Newton step for second-order cone programming ⋮ Exploiting special structure in a primal-dual path-following algorithm ⋮ Efficient solution of two-stage stochastic linear programs using interior point methods ⋮ An efficient linear programming solver for optimal filter synthesis ⋮ Solving large-scale linear programs by interior-point methods under the Matlab∗Environment† ⋮ Feasibility issues in a primal-dual interior-point method for linear programming ⋮ Splitting dense columns in sparse linear systems ⋮ A primal-dual infeasible-interior-point algorithm for linear programming ⋮ Computational experience with a primal-dual interior point method for linear programming ⋮ Optimizing over three-dimensional subspaces in an interior-point method for linear programming ⋮ SOLVING SPARSE LEAST SQUARES PROBLEMS WITH PRECONDITIONED CGLS METHOD ON PARALLEL DISTRIBUTED MEMORY COMPUTERS ⋮ Primal-dual interior point approach for computing \(l_ 1\)-solutions and \(l_ \infty\)-solutions of overdetermined linear systems ⋮ Solving symmetric indefinite systems in an interior-point method for linear programming ⋮ A multilevel block incomplete Cholesky preconditioner for solving normal equations in linear least squares problems
This page was built for publication: Further Development of a Primal-Dual Interior Point Method