BPMPD
From MaRDI portal
Cited in
(56)- Progress in the dual simplex algorithm for solving large scale LP problems: Techniques for a fast and stable implementation
- LPABO
- LADEL
- QPCOMP
- Solving elliptic control problems with interior point and SQP methods: Control and state constraints
- QHOPDM
- HOPDM
- QPC
- Interior point methods in DEA to determine non-zero multiplier weights
- SolvIND
- Post-tax optimization with stochastic programming
- Game theoretic models for climate change negotiations
- QPSchur
- A dual gradient-projection method for large-scale strictly convex quadratic problems
- DEVEX
- MOPS
- Dsor
- QPALM: a proximal augmented Lagrangian method for nonconvex quadratic programs
- NETLIB LP Test Set
- Tobago
- A mixed integer programming model for multistage mean-variance post-tax optimization
- A largest-distance pivot rule for the simplex algorithm
- A primal deficient-basis simplex algorithm for linear programming
- A primal-dual interior-point algorithm for quadratic programming
- Decision tree for optimization software
- 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
- Nonmonotone trust-region methods for bound-constrained semismooth equations with applications to nonlinear mixed complementarity problems
- Linear programming computation
- Computational assessment of nested Benders and augmented Lagrangian decomposition for mean-variance multistage stochastic problems
- The practical behavior of the homogeneous self-dual formulations in 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
- Tax impact on multi-stage mean-variance portfolio allocation
- A direct method for the numerical solution of optimization problems with time-periodic PDE constraints.
- Sparsity in convex quadratic programming with interior point methods
- On the implementation of interior point methods for dual-core platforms
- On Numerical Issues of Interior Point Methods
- Application of a least absolute shrinkage and selection operator to aeroelastic flight test data
- DQP
- On sparse matrix orderings in interior point methods
- Regularization techniques in interior point methods
- The BPMPD interior point solver for convex quadratic problems
- Benchmarking interior point Lp/Qp solvers
- A repository of convex quadratic programming problems
- scientific article; zbMATH DE number 1783867 (Why is no real title available?)
- A linear optimization-based method for data privacy in statistical tabular data
- Four Good Reasons to Use an Interior Point Solver Within a MIP Solver
- Conflict Analysis for MINLP
- Augmented Lagrangian method for large-scale linear programming problems
- Penalized spline support vector classifiers computational issues
- A global piecewise smooth Newton method for fast large-scale model predictive control
- An efficient approach to updating simplex multipliers in the simplex algorithm
- A general framework for multistage mean-variance post-tax optimization
- A method for approximating pairwise comparison matrices by consistent matrices
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