Exploiting hardware capabilities in interior point methods

DOI10.1080/10556788.2015.1104677MaRDI QIDQ2815515zbMATH OpenOpenAlexFDO

Authors Csaba Mészáros

Publication date 29 June 2016

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL http://eprints.sztaki.hu/8998/

zbMATH Keywords

Cholesky factorizationhigh performance computinginterior point methodslinear programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Parallel numerical computation (65Y05) Numerical algorithms for specific classes of architectures (65Y10) Linear programming (90C05) Interior-point methods (90C51)

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Cites work

• Advanced preprocessing techniques for linear and quadratic programming
• An Approximate Minimum Degree Ordering Algorithm
• Basic Linear Algebra Subprograms for Fortran Usage
• Data Structures and Programming Techniques for the Implementation of Karmarkar's Algorithm
• Feature Article—Interior Point Methods for Linear Programming: Computational State of the Art
• Lower bounds for the quadratic assignment problem via triangle decompositions
• Multiple centrality corrections in a primal-dual method for linear programming
• On Finding Supernodes for Sparse Matrix Computations
• On the implementation of interior point methods for dual-core platforms
• Recent advances in optimization techniques for statistical tabular data protection
• The BPMPD interior point solver for convex quadratic problems
• The Evolution of the Minimum Degree Ordering Algorithm

Cited in

(3)

• On the implementation of interior point methods for dual-core platforms
• On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach
• An extension of an interior-point method to include risk aversion in large-scale multistage stochastic optimization

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