Infeasible constraint-reduced interior-point methods for linear optimization

DOI10.1080/10556788.2011.589056MaRDI QIDQ5200562zbMATH OpenOpenAlexFDO

Authors Meiyun Y. He, André L. Tits

Publication date 6 November 2012

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

Full work available at URL https://doi.org/10.1080/10556788.2011.589056

zbMATH Keywords

constraint reductioninfeasible initial pointsinterior-point methodslinear programmingmany constraints

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Large-scale problems in mathematical programming (90C06) Semi-infinite programming (90C34) Interior-point methods (90C51)

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• scientific article; zbMATH DE number 778139

Cites work

• A ``build-down scheme for linear programming
• A Primal-Dual Interior-Point Method for Nonlinear Programming with Strong Global and Local Convergence Properties
• A quadratically convergent predictor-corrector method for solving linear programs from infeasible starting points
• A simple proof of a primal affine scaling method
• An active-set strategy in an interior point method for linear programming
• An exact primal-dual penalty method approach to warmstarting interior-point methods for linear programming
• An Infeasible-Interior-Point Predictor-Corrector Algorithm for Linear Programming
• Constrained control and estimation. An optimisation approach.
• Constraint Reduction for Linear Programs with Many Inequality Constraints
• Interior Methods for Mathematical Programs with Complementarity Constraints
• Interior-point algorithms, penalty methods and equilibrium problems
• On scaled projections and pseudoinverses
• On the Implementation of a Primal-Dual Interior Point Method

Cited in

(8)

• An infeasible-start framework for convex quadratic optimization, with application to constraint-reduced interior-point and other methods
• Addressing rank degeneracy in constraint-reduced interior-point methods for linear optimization
• A constraint-reduced MPC algorithm for convex quadratic programming, with a modified active set identification scheme
• An infeasible interior proximal method for convex programming problems with linear constraints
• Counterexample to a Conjecture on an Infeasible Interior-Point Method
• A constraint-reduced variant of Mehrotra's predictor-corrector algorithm
• Infeasible-Interior-Point Primal-Dual Potential-Reduction Algorithms for Linear Programming
• Constraint Reduction for Linear Programs with Many Inequality Constraints

Describes a project that uses

Uses Software

• Mosek
• rMPC

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