Constraint Reduction for Linear Programs with Many Inequality Constraints

DOI10.1137/050633421MaRDI QIDQ5470248zbMATH OpenOpenAlexFDO

Authors André L. Tits, P.-A. Absil, William P. Woessner

Publication date 30 May 2006

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/1dd5df0b8a8bf638c63b826a5b8e3110e4989b49

zbMATH Keywords

linear programmingcolumn generationconstraint reductionprimal-dual interior-point methodsaffine scalingMehrotra's predictor-corrector

Mathematics Subject Classification ID

Linear programming (90C05) Interior-point methods (90C51)

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• A constraint-reduced MPC algorithm for convex quadratic programming, with a modified active set identification scheme
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• Affine reductions for LPs and SDPs

Describes a project that uses

Uses Software

• NewtonKKTqp

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