Interior point methods 25 years later
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implementationinterior point methodslinear programmingmatrix-free methodsquadratic programmingworst-case complexity analysis
History of mathematics in the 20th century (01A60) Development of contemporary mathematics (01A65) History of operations research and mathematical programming (90-03) Quadratic programming (90C20) Interior-point methods (90C51) Abstract computational complexity for mathematical programming problems (90C60)
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Cites work
- A new class of preconditioners for large-scale linear systems from interior point methods for linear programming
- A new polynomial-time algorithm for linear programming
- A polynomial-time algorithm, based on Newton's method, for linear programming
- A primal-dual infeasible-interior-point algorithm for linear programming
- A primal-dual regularized interior-point method for convex quadratic programs
- A Specialized Interior-Point Algorithm for Multicommodity Network Flows
- A study of preconditioners for network interior point methods
- An Implementation of the Dual Affine Scaling Algorithm for Minimum-Cost Flow on Bipartite Uncapacitated Networks
- An Interior Point Method for Block Angular Optimization
- An Interior Point Method for Bordered Block-Diagonal Linear Programs
- An interior-point algorithm for nonconvex nonlinear programming
- An Iterative Solver-Based Infeasible Primal-Dual Path-Following Algorithm for Convex Quadratic Programming
- Applications of second-order cone programming
- Can Quantum-Mechanical Description of Physical Reality Be Considered Complete?
- Commentary—Progress in Linear Programming
- Computational techniques of the simplex method
- Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming
- Computing Sparse LU Factorizations for Large-Scale Linear Programming Bases
- Constraint Preconditioning for Indefinite Linear Systems
- Convergence analysis of an inexact potential reduction method for convex quadratic programming
- Convergence analysis of the inexact infeasible interior-point method for linear optimization
- Detecting ``dense columns in interior point methods for linear programs
- Direct Methods for Solving Symmetric Indefinite Systems of Linear Equations
- Exploiting special structure in a primal-dual path-following algorithm
- Exploiting Special Structure in Primal Dual Interior Point Methods
- Extending Mehrotra and Gondzio higher order methods to mixed semidefinite-quadratic-linear programming
- Feature Article—Interior Point Methods for Linear Programming: Computational State of the Art
- Further development of multiple centrality correctors for interior point methods
- Global and polynomial-time convergence of an infeasible-interior-point algorithm using inexact computation.
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- Hyper-sparsity in the revised simplex method and how to exploit it
- Indefinitely preconditioned conjugate gradient method for large sparse equality and inequality constrained quadratic problems
- Inertia-revealing preconditioning for large-scale nonconvex constrained optimization
- Inexact constraint preconditioners for linear systems arising in interior point methods
- Inexact interior-point method
- Inexact Newton Methods
- Interior Methods for Nonlinear Optimization
- Introductory lectures on convex optimization. A basic course.
- Krylov Subspace Methods for Saddle Point Problems with Indefinite Preconditioning
- LOQO:an interior point code for quadratic programming
- Matrix-free interior point method
- Methods of conjugate gradients for solving linear systems
- Multiple centrality corrections in a primal-dual method for linear programming
- Numerical solution of saddle point problems
- Object-oriented software for quadratic programming
- On Implementing Mehrotra’s Predictor–Corrector Interior-Point Method for Linear Programming
- On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods
- On projected newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method
- On scaled projections and pseudoinverses
- On the augmented system approach to sparse least-squares problems
- On the Implementation of a Primal-Dual Interior Point Method
- On the performance of the Cholesky factorization in interior point methods on Pentium 4 processors
- Parallel Factorization of Structured Matrices Arising in Stochastic Programming
- Parallel interior-point solver for structured linear programs
- Parallel Processing and Applied Mathematics
- Path-Following Methods for Linear Programming
- Preconditioners for Indefinite Systems Arising in Optimization
- Preconditioning and iterative solution of symmetric indefinite linear systems arising from interior point methods for linear programming
- Preconditioning indefinite systems in interior point methods for large scale linear optimisation
- Preconditioning indefinite systems in interior point methods for optimization
- Prim-based support-graph preconditioners for min-cost flow problems
- Primal-dual target-following algorithms for linear programming
- QAPLIB - a quadratic assignment problem library
- Quadratic regularizations in an interior-point method for primal block-angular problems
- Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization
- Semidefinite Programming
- Smooth minimization of non-smooth functions
- Solving nonlinear portfolio optimization problems with the primal-dual interior point method
- Sparsity in convex quadratic programming with interior point methods
- Starting-point strategies for an infeasible potential reduction method
- Steepest-edge simplex algorithms for linear programming
- Symmetric Quasidefinite Matrices
- Towards a practical parallelisation of the simplex method
- Using a hybrid preconditioner for solving large-scale linear systems arising from interior point methods
- Using constraint preconditioners with regularized saddle-point problems
Cited in
(only showing first 100 items - show all)- An interior point algorithm for large scale portfolio optimization
- A branch-price-and-cut algorithm for the vehicle routing problem with time windows and multiple deliverymen
- Local convergence analysis of inexact Newton method with relative residual error tolerance under majorant condition in Riemannian manifolds
- Improving the preconditioning of linear systems from interior point methods
- Efficient numerical computations of yield stress fluid flows using second-order cone programming
- Fast interior point solution of quadratic programming problems arising from PDE-constrained optimization
- An interior point method for nonlinear optimization with a quasi-tangential subproblem
- Using groups in the splitting preconditioner computation for interior point methods
- A specialized primal-dual interior point method for the plastic truss layout optimization
- A new approach for finding a basis for the splitting preconditioner for linear systems from interior point methods
- Interior-point methods for the phase-field approach to brittle and ductile fracture
- An interior point-proximal method of multipliers for convex quadratic programming
- Design and implementation of a modular interior-point solver for linear optimization
- Calmness of linear constraint systems under structured perturbations with an application to the path-following scheme
- Smoothly adaptively centered ridge estimator
- Block preconditioners for linear systems in interior point methods for convex constrained optimization
- A semidefinite programming approach for the projection onto the cone of negative semidefinite symmetric tensors with applications to solid mechanics
- An improved penalty algorithm using model order reduction for MIPDECO problems with partial observations
- On a primal-dual Newton proximal method for convex quadratic programs
- Naive constant rank-type constraint qualifications for multifold second-order cone programming and semidefinite programming
- On scaled stopping criteria for a safeguarded augmented Lagrangian method with theoretical guarantees
- Improved penalty algorithm for mixed integer PDE constrained optimization problems
- Projected orthogonal vectors in two-dimensional search interior point algorithms for linear programming
- A new proposal to improve the early iterations in the interior point method
- Solving nested-constraint resource allocation problems with an interior point method
- Towards an efficient augmented Lagrangian method for convex quadratic programming
- A proximal interior point algorithm with applications to image processing
- Switching preconditioners using a hybrid approach for linear systems arising from interior point methods for linear programming
- A massively parallel interior-point solver for LPs with generalized arrowhead structure, and applications to energy system models
- Modified controlled Cholesky factorization for preconditioning linear systems from the interior-point method
- Solving large-scale optimization problems related to Bell's theorem
- A matrix-free smoothing algorithm for large-scale support vector machines
- A mathematical programming model for computing the fries number of a fullerene
- Improving the linear relaxation of maximum \(k\)-cut with semidefinite-based constraints
- A conjugate direction based simplicial decomposition framework for solving a specific class of dense convex quadratic programs
- Quasi-Newton approaches to interior point methods for quadratic problems
- Implementation of interior-point methods for LP based on Krylov subspace iterative solvers with inner-iteration preconditioning
- On the update of constraint preconditioners for regularized KKT systems
- Optimized choice of parameters in interior-point methods for linear programming
- Dynamic non-diagonal regularization in interior point methods for linear and convex quadratic programming
- Analysis of a nonsmooth optimization approach to robust estimation
- Active-set prediction for interior point methods using controlled perturbations
- Large-scale optimization with the primal-dual column generation method
- Adaptive inexact smoothing Newton method for a nonconforming discretization of a variational inequality
- An overview of population-based algorithms for multi-objective optimisation
- Efficiently preconditioned inexact Newton methods for large symmetric eigenvalue problems
- Updating constraint preconditioners for KKT systems in quadratic programming via low-rank corrections
- Spectral estimates for unreduced symmetric KKT systems arising from Interior Point methods
- Scenario aggregation method for portfolio expectile optimization
- Crash start of interior point methods
- Structure-exploiting interior point methods
- Using the primal-dual interior point algorithm within the branch-price-and-cut method
- Matrix-free interior point method
- Primal-dual relationship between Levenberg-Marquardt and central trajectories for linearly constrained convex optimization
- Calmness of partially perturbed linear systems with an application to the central path
- A guide to conic optimisation and its applications
- Improving a primal–dual simplex-type algorithm using interior point methods
- Interior point methods, a decade after Karmarkar—a survey, with application to the smallest eigenvalue problem
- A combined SQP-IPM algorithm for solving large-scale nonlinear optimization problems
- An ADMM-based interior-point method for large-scale linear programming
- Material-separating regularizer for multi-energy x-ray tomography
- Newton projection method as applied to assembly simulation
- A new interior-point approach for large separable convex quadratic two-stage stochastic problems
- Sparse approximations with interior point methods
- A globally convergent regularized interior point method for constrained optimization
- An interior-point trust-funnel algorithm for nonlinear optimization
- On a Reduction for a Class of Resource Allocation Problems
- The Wasserstein Distance as a Dissimilarity Measure for Mass Spectra with Application to Spectral Deconvolution
- Network Reconstruction – A New Approach to the Traveling Salesman Problem and Complexity
- Fast solution methods for convex quadratic optimization of fractional differential equations
- Computation of optimal transport with finite volumes
- A linear programming approach for designing multilevel PWM waveforms
- A single-phase, proximal path-following framework
- A variation on the interior point method for linear programming using the continued iteration
- Projective cutting-planes
- INTERIOR POINT METHOD FOR SOLVING LINEAR PROGRAMMING WITH INTERVAL COEFFICIENTS USING AFFINE SCALING
- Interior point methods for large-scale linear programming
- Parallel Processing and Applied Mathematics
- Literature reviews in operations research: a new taxonomy and a meta review
- On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach
- Preconditioners for Krylov subspace methods: An overview
- Faster first-order primal-dual methods for linear programming using restarts and sharpness
- Recycling basic columns of the splitting preconditioner in interior point methods
- Proximal stabilized interior point methods and \textit{low-frequency-update} preconditioning techniques
- Matrix Balancing Based Interior Point Methods for Point Set Matching Problems
- Efficient preconditioners for solving dynamical optimal transport via interior point methods
- On the correlation of local collocation and control parameterization methods
- Semi-definite programming and quantum information
- Model selection of chaotic systems from data with hidden variables using sparse data assimilation
- An interior proximal gradient method for nonconvex optimization
- Computational algorithms for solving optimal control in linear elasticity
- Determining cost-efficient controls of electrical energy storages using dynamic programming
- Inexact log-domain interior-point methods for quadratic programming
- Structured dictionary learning of rating migration matrices for credit risk modeling
- The double pivot simplex method
- Randomized Nyström preconditioned interior point-proximal method of multipliers
- ResQPASS: an algorithm for bounded variable linear least squares with asymptotic Krylov convergence
- Hybrid method for linear programming
- Polynomial worst-case iteration complexity of quasi-Newton primal-dual interior point algorithms for linear programming
- Proximal-stabilized semidefinite programming
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