BPMPD

No author found.

Related Items (41)

Tax impact on multi-stage mean-variance portfolio allocation ⋮ Post-tax optimization with stochastic programming ⋮ Computational Assessment of Nested Benders and Augmented Lagrangian Decomposition for Mean-Variance Multistage Stochastic Problems ⋮ Game theoretic models for climate change negotiations ⋮ The practical behavior of the homogeneous self-dual formulations in interior point methods ⋮ Progress in the dual simplex method for large scale LP problems: Practical dual phase 1 algorithms ⋮ Detecting ``dense columns in interior point methods for linear programs ⋮ Worst-case robust decisions for multi-period mean-variance portfolio optimization ⋮ On sparse matrix orderings in interior point methods ⋮ Penalized spline support vector classifiers computational issues ⋮ Regularization techniques in interior point methods ⋮ A global piecewise smooth Newton method for fast large-scale model predictive control ⋮ Nonmonotone Trust-Region Methods for Bound-Constrained Semismooth Equations with Applications to Nonlinear Mixed Complementarity Problems ⋮ An efficient approach to updating simplex multipliers in the simplex algorithm ⋮ A mixed integer programming model for multistage mean-variance post-tax optimization ⋮ A general framework for multistage mean-variance post-tax optimization ⋮ A largest-distance pivot rule for the simplex algorithm ⋮ On the implementation of interior point methods for dual-core platforms ⋮ A linear optimization-based method for data privacy in statistical tabular data ⋮ Augmented Lagrangian method for large-scale linear programming problems ⋮ A method for approximating pairwise comparison matrices by consistent matrices ⋮ A primal deficient-basis simplex algorithm for linear programming ⋮ Interior point methods in DEA to determine non-zero multiplier weights ⋮ Unnamed Item ⋮ A dual gradient-projection method for large-scale strictly convex quadratic problems ⋮ A primal-dual interior-point algorithm for quadratic programming ⋮ Four Good Reasons to Use an Interior Point Solver Within a MIP Solver ⋮ On Numerical Issues of Interior Point Methods ⋮ The Bpmpd Interior Point Solver for Convex Quadratically Constrained Quadratic Programming Problems ⋮ Solving quadratically constrained convex optimization problems with an interior-point method ⋮ Progress in the dual simplex algorithm for solving large scale LP problems: Techniques for a fast and stable implementation ⋮ Application of a least absolute shrinkage and selection operator to aeroelastic flight test data ⋮ Conflict Analysis for MINLP ⋮ Solving elliptic control problems with interior point and SQP methods: Control and state constraints ⋮ Linear Programming Computation ⋮ QPALM: a proximal augmented Lagrangian method for nonconvex quadratic programs ⋮ Sparsity in convex quadratic programming with interior point methods ⋮ Unnamed Item ⋮ The BPMPD interior point solver for convex quadratic problems ⋮ Benchmarking interior point Lp/Qp solvers ⋮ A repository of convex quadratic programming problems

This page was built for software: BPMPD