Crash start of interior point methods

DOI10.1016/J.EJOR.2016.05.030MaRDI QIDQ323526zbMATH OpenOpenAlexFDO

Authors Jacek Gondzio

Publication date 7 October 2016

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://www.pure.ed.ac.uk/ws/files/25505371/ipmCrashUofE.pdf

zbMATH Keywords

linear programmingquadratic programminginterior point methodscrash startinitial point

Mathematics Subject Classification ID

Quadratic programming (90C20) Linear programming (90C05) Interior-point methods (90C51)

Recommendations

• A starting point strategy for nonlinear interior methods.
• Reoptimization With the Primal-Dual Interior Point Method
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• scientific article; zbMATH DE number 679874
• On warm starts for interior methods

Cites work

• scientific article; zbMATH DE number 1406968 (Why is no real title available?)
• scientific article; zbMATH DE number 964349 (Why is no real title available?)
• A Specialized Interior-Point Algorithm for Multicommodity Network Flows
• A new class of preconditioners for large-scale linear systems from interior point methods for linear programming
• An O(√nL)-Iteration Homogeneous and Self-Dual Linear Programming Algorithm
• Convergence analysis of an inexact feasible interior point method for convex quadratic programming
• Implementing the Simplex Method: The Initial Basis
• Indefinitely preconditioned conjugate gradient method for large sparse equality and inequality constrained quadratic problems
• Inexact Newton Methods
• Inexact interior-point method
• Interior point methods 25 years later
• Matrix-free interior point method
• New crash procedures for large systems of linear constraints
• On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods
• On the Implementation of a Primal-Dual Interior Point Method
• Path-Following Methods for Linear Programming
• Preconditioners for Indefinite Systems Arising in Optimization
• Strategies for Creating Advanced Bases for Large-Scale Linear Programming Problems
• Towards a practical parallelisation of the simplex method
• Using a hybrid preconditioner for solving large-scale linear systems arising from interior point methods
• Warmstarting the homogeneous and self-dual interior point method for linear and conic quadratic problems

Cited in

(4)

• Reoptimization With the Primal-Dual Interior Point Method
• A starting point strategy for nonlinear interior methods.
• On the Implementation of a Primal-Dual Interior Point Method
• A decomposition-based crash-start for stochastic programming

Describes a project that uses

Uses Software

• IPM

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