Interior dual proximal point algorithm using preconditioned conjugate gradient †

DOI10.1080/02331939208843780MaRDI QIDQ4327905zbMATH OpenOpenAlexFDO

Authors Rudy Setiono

Publication date 27 March 1995

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331939208843780

zbMATH Keywords

interior dual proximal point algorithmlarge linear programspreconditioned conjugate gradient methodserial and parallel implementations

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Linear programming (90C05)

Recommendations

• Interior dual proximal point algorithm for linear programs
• Interior-proximal primal-dual methods
• Interior proximal point algorithm for linear programs
• scientific article; zbMATH DE number 964349
• Inexact Preconditioned Conjugate Gradient Method with Inner-Outer Iteration
• On the Implementation of a Primal-Dual Interior Point Method
• A Preconditioner for Linear Systems Arising From Interior Point Optimization Methods
• Interior-point methods for convex programming
• Interior Gradient and Proximal Methods for Convex and Conic Optimization
• An interior point method for quadratic programs based on conjugate projected gradients

Cites work

• scientific article; zbMATH DE number 3976197 (Why is no real title available?)
• scientific article; zbMATH DE number 43693 (Why is no real title available?)
• scientific article; zbMATH DE number 3793774 (Why is no real title available?)
• The effect of ordering on preconditioned conjugate gradients
• Yale sparse matrix package I: The symmetric codes

Cited in

(10)

• Computational results of an interior point algorithm for large scale linear programming
• Interior proximal point algorithm for linear programs
• Interior dual proximal point algorithm for linear programs
• A smooth penalty function algorithm for network-structured problems
• scientific article; zbMATH DE number 992799 (Why is no real title available?)
• scientific article; zbMATH DE number 434541 (Why is no real title available?)
• Mathematical Programming and Electrical Network Analysis II: Computational Linear Algebra through Network analysis
• An Investigation of Interior-Point Algorithms for the Linear Transportation Problem
• scientific article; zbMATH DE number 1424536 (Why is no real title available?)
• Proximal stabilized interior point methods and \textit{low-frequency-update} preconditioning techniques

Describes a project that uses

Uses Software

• KORBX
• YSMP

This page was built for publication: Interior dual proximal point algorithm using preconditioned conjugate gradient †

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4327905)