Exploiting structure in parallel implementation of interior point methods for optimization
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Cites work
- A Riccati-based primal interior point solver for multistage stochastic programming
- A structure-conveying modelling language for mathematical and stochastic programming
- A warm-start approach for large-scale stochastic linear programs
- An implementation of a parallel primal-dual interior point method for block- structured linear programs
- An Interior Point Method for Bordered Block-Diagonal Linear Programs
- An introduction to support vector machines and other kernel-based learning methods.
- Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming
- Decomposition algorithms for stochastic programming on a computational grid
- High performance algorithms and software in nonlinear optimization. Conference, HPSNO 97, Ischia, Italy, June 1997
- scientific article; zbMATH DE number 1047679 (Why is no real title available?)
- scientific article; zbMATH DE number 964349 (Why is no real title available?)
- Interior-Point Methods for Massive Support Vector Machines
- Object-oriented software for quadratic programming
- On the augmented system approach to sparse least-squares problems
- Parallel interior-point solver for structured linear programs
- Parallel interior-point solver for structured quadratic programs: Application to financial planning problems
- Parallel Processing and Applied Mathematics
- Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization
- Reoptimization With the Primal-Dual Interior Point Method
- Solving nonlinear portfolio optimization problems with the primal-dual interior point method
- Symmetric Quasidefinite Matrices
- The Evolution of the Minimum Degree Ordering Algorithm
Cited in
(26)- Parallel interior-point solver for structured linear programs
- Decentralized optimization over tree graphs
- Design and implementation of a modular interior-point solver for linear optimization
- Distributed algorithms for convex problems with linear coupling constraints
- Optimization techniques for tree-structured nonlinear problems
- A massively parallel interior-point solver for LPs with generalized arrowhead structure, and applications to energy system models
- A structure-conveying modelling language for mathematical and stochastic programming
- On electricity market equilibria with storage: modeling, uniqueness, and a distributed ADMM
- Solving security constrained optimal power flow problems by a structure exploiting interior point method
- Exact optimal experimental designs with constraints
- On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods
- Parallel distributed-memory simplex for large-scale stochastic LP problems
- Parallel interior-point solver for structured quadratic programs: Application to financial planning problems
- An interior-point approach for primal block-angular problems
- A preconditioning technique for Schur complement systems arising in stochastic optimization
- Interior Point Methods Can Exploit Structure of Convex Piecewise Linear Functions with Application in Radiation Therapy
- A Distributed Interior-Point KKT Solver for Multistage Stochastic Optimization
- The parallel solution of dense saddle-point linear systems arising in stochastic programming
- Distributed primal–dual interior-point methods for solving tree-structured coupled convex problems using message-passing
- Scalable Parallel Nonlinear Optimization with PyNumero and Parapint
- Recycling basic columns of the splitting preconditioner in interior point methods
- Consensus-based Dantzig-Wolfe decomposition
- Parallel interior-point solver for block-structured nonlinear programs on SIMD/GPU architectures
- Randomized Nyström preconditioned interior point-proximal method of multipliers
- Polynomial worst-case iteration complexity of quasi-Newton primal-dual interior point algorithms for linear programming
- A massively parallel interior-point method for arrowhead linear programs with local linking structure
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