Infeasible constraint-reduced interior-point methods for linear optimization

DOI10.1080/10556788.2011.589056zbMath1276.90083OpenAlexW2009249377MaRDI QIDQ5200562

Meiyun Y. He, André L. Tits

Publication date: 6 November 2012

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2011.589056

zbMATH Keywords

linear programminginterior-point methodsconstraint reductionmany constraintsinfeasible initial points

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Linear programming (90C05) Interior-point methods (90C51) Semi-infinite programming (90C34)

Related Items (3)

A constraint-reduced MPC algorithm for convex quadratic programming, with a modified active set identification scheme ⋮ Addressing rank degeneracy in constraint-reduced interior-point methods for linear optimization ⋮ An infeasible-start framework for convex quadratic optimization, with application to constraint-reduced interior-point and other methods

Uses Software

• Mosek
• rMPC

Cites Work

• An active-set strategy in an interior point method for linear programming
• Interior-point algorithms, penalty methods and equilibrium problems
• A ``build-down scheme for linear programming
• On scaled projections and pseudoinverses
• Constrained control and estimation. An optimisation approach.
• A quadratically convergent predictor-corrector method for solving linear programs from infeasible starting points
• A simple proof of a primal affine scaling method
• An exact primal-dual penalty method approach to warmstarting interior-point methods for linear programming
• On the Implementation of a Primal-Dual Interior Point Method
• A Primal-Dual Interior-Point Method for Nonlinear Programming with Strong Global and Local Convergence Properties
• An Infeasible-Interior-Point Predictor-Corrector Algorithm for Linear Programming
• Interior Methods for Mathematical Programs with Complementarity Constraints
• Constraint Reduction for Linear Programs with Many Inequality Constraints

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