Computational experience with a primal-dual interior point method for linear programming
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Cites work
- scientific article; zbMATH DE number 3976197 (Why is no real title available?)
- scientific article; zbMATH DE number 4126998 (Why is no real title available?)
- scientific article; zbMATH DE number 554736 (Why is no real title available?)
- Affine-scaling for linear programs with free variables
- An Implementation of a Primal-Dual Interior Point Method for Linear Programming
- An implementation of Karmarkar's algorithm for linear programming
- Analysis of mathematical programming problems prior to applying the simplex algorithm
- Feasibility issues in a primal-dual interior-point method for linear programming
- Formulating Two-Stage Stochastic Programs for Interior Point Methods
- Further Development of a Primal-Dual Interior Point Method
- Generation of degenerate linear programming problems
- Implementation of a Dual Affine Interior Point Algorithm for Linear Programming
- Interior path following primal-dual algorithms. I: Linear programming
- Modification of the minimum-degree algorithm by multiple elimination
Cited in
(only showing first 100 items - show all)- The role of the augmented system in interior point methods
- Exploiting special structure in a primal-dual path-following algorithm
- An infeasible-interior-point algorithm using projections onto a convex set
- Multicommodity network flows: A survey. II: Solution methods
- A Comparison of Block Pivoting and Interior-Point Algorithms for Linear Least Squares Problems with Nonnegative Variables
- Splitting dense columns in sparse linear systems
- Primal-dual methods for linear programming
- Further Development of a Primal-Dual Interior Point Method
- Approximate Farkas lemmas and stopping rules for iterative infeasible-point algorithms for linear programming
- A primal-dual infeasible-interior-point algorithm for multiple objective linear programming problems
- A primal-dual infeasible-interior-point algorithm for multiple objective linear programming problems
- On the expected optimal value of random assignment problems: Experimental results and open questions
- Improved complexity using higher-order correctors for primal-dual Dikin affine scaling
- On using exterior penalty approaches for solving linear programming problems
- Superlinear convergence of infeasible-interior-point methods for linear programming
- Superlinear and quadratic convergence of primal-dual interior-point methods for linear programming revisited
- Computational results of an interior point algorithm for large scale linear programming
- Computational experience with a globally convergent primal-dual predictor-corrector algorithm for linear programming
- The implementation of linear programming algorithms based on homotopies
- Trajectory-following methods for large-scale degenerate convex quadratic programming
- Solving large-scale linear programs by interior-point methods under the Matlab∗Environment†
- An interior point method for general large-scale quadratic programming problems
- A generalized homogeneous and self-dual algorithm for linear programming
- scientific article; zbMATH DE number 4199963 (Why is no real title available?)
- An interior point method for quadratic programs based on conjugate projected gradients
- An Implementation of a Primal-Dual Interior Point Method for Linear Programming
- A primal-dual affine-scaling potential-reduction algorithm for linear programming
- Recovering an optimal LP basis from an interior point solution
- Primal-dual interior point approach for computing \(l_ 1\)-solutions and \(l_ \infty\)-solutions of overdetermined linear systems
- On combined phase 1-phase 2 projective methods for linear programming
- Implementation of interior point methods for mixed semidefinite and second order cone optimization problems
- A diagonal quadratic approximation method for large scale linear programs
- Combining phase I and phase II in a potential reduction algorithm for linear programming
- A brief description of ALPO
- A globally convergent Lagrangian barrier algorithm for optimization with general inequality constraints and simple bounds
- Primal-dual algorithms for linear programming based on the logarithmic barrier method
- A parallel interior point algorithm for linear programming on a network of transputers
- A primal-dual infeasible-interior-point algorithm for linear programming
- On the complexity of following the central path of linear programs by linear extrapolation. II
- On the Implementation of a Primal-Dual Interior Point Method
- On a dual method for a specially structured linear programming problem with application to stochastic programming
- A primal-dual interior point method whose running time depends only on the constraint matrix
- A little theorem of the big \({\mathcal M}\) in interior point algorithms
- Advances in design and implementation of optimization software
- Efficient solution of two-stage stochastic linear programs using interior point methods
- A QMR-based interior-point algorithm for solving linear programs
- Optimizing over three-dimensional subspaces in an interior-point method for linear programming
- Superlinear and quadratic convergence of some primal - dual interior point methods for constrained optimization
- Regularization techniques in interior point methods
- Presolving in linear programming
- An infeasible interior-point arc-search algorithm for nonlinear constrained optimization
- Conic convex programming and self-dual embedding
- Computational experience with a dual affine variant of Karmarkar's method for linear programming
- Symmetric indefinite systems for interior point methods
- A weighted least squares study of robustness in interior point linear programming
- An interior point potential reduction method for constrained equations
- On finding a vertex solution using interior point methods
- Solving combinatorial optimization problems using Karmarkar's algorithm
- Asymptotic convergence in a generalized predictor-corrector method
- A lower bound on the number of iterations of long-step primal-dual linear programming algorithms
- An infeasible-start algorithm for linear programming whose complexity depends on the distance from the starting point to the optimal solution
- Solving real-world linear ordering problems using a primal-dual interior point cutting plane method
- Applying the progressive hedging algorithm to stochastic generalized networks
- On the number of iterations of Karmarkar's algorithm for linear programming
- Basic lemmas in polynomial-time infeasible-interior-point methods for linear programs
- LOQO:an interior point code for quadratic programming
- Solution of and bounding in a linearly constrained optimization problem with convex, polyhedral objective function
- A unified approach to infeasible-interior-point algorithms via geometrical linear complementarity problems
- A quadratically convergent predictor-corrector method for solving linear programs from infeasible starting points
- Mixed integer programming: A historical perspective with Xpress-MP
- Solving quadratically constrained convex optimization problems with an interior-point method
- The BPMPD interior point solver for convex quadratic problems
- Computing Karmarkar's projections in stochastic linear programming
- Strategic financial risk management and operations research
- Interior point methods, a decade after Karmarkar—a survey, with application to the smallest eigenvalue problem
- Polynomiality of infeasible-interior-point algorithms for linear programming
- An interior-point algorithm for linear programming with optimal selection of centering parameter and step size
- Primal-dual interior-point methods for domain-driven formulations
- Interior dual proximal point algorithm for linear programs
- Sensitivity method for basis inverse representation in multistage stochastic linear programming problems
- On the convergence of a predictor-corrector variant algorithm
- A Schur complement approach to preconditioning sparse linear least-squares problems with some dense rows
- Riemannian Interior Point Methods for Constrained Optimization on Manifolds
- Linear programming with stochastic elements: An on-line approach
- Gigaflops in linear programming
- A relaxed primal-dual path-following algorithm for linear programming
- A primal-dual interior-point method for linear programming based on a weighted barrier function
- The complexity of self-regular proximity based infeasible IPMs
- Parallel interior-point method for linear and quadratic programs with special structure
- A new predictor-corrector infeasible interior-point algorithm for linear optimization in a wide neighborhood
- An incremental primal-dual method for nonlinear programming with special structure
- A polynomial time infeasible interior-point arc-search algorithm for convex optimization
- An efficient arc-search interior-point algorithm for convex quadratic programming with box constraints
- A logarithm barrier method for linear programming
- The convergence of an interior-point method using modified search directions in final iterations
- Higher-order derivatives in linear and quadratic programming
- A review of termination rules of an inexact primal-dual interior point method for linear programming problems
- Two computationally efficient polynomial-iteration infeasible interior-point algorithms for linear programming
- Status determination by interior-point methods for convex optimization problems in domain-driven form
- A predictor-corrector infeasible-interior-point algorithm for linear programming
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