Interior point methods 25 years later
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Quadratic programming (90C20) Interior-point methods (90C51) Abstract computational complexity for mathematical programming problems (90C60) History of mathematics in the 20th century (01A60) Development of contemporary mathematics (01A65) History of operations research and mathematical programming (90-03)
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Cites work
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- A Specialized Interior-Point Algorithm for Multicommodity Network Flows
- 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 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 Iterative Solver-Based Infeasible Primal-Dual Path-Following Algorithm for Convex Quadratic Programming
- An interior-point algorithm for nonconvex nonlinear 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 Primal Dual Interior Point Methods
- Exploiting special structure in a primal-dual path-following algorithm
- 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.
- 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 Newton Methods
- Inexact constraint preconditioners for linear systems arising in interior point methods
- Inexact interior-point method
- 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 Implementation of a Primal-Dual Interior Point Method
- On the augmented system approach to sparse least-squares problems
- 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 Processing and Applied Mathematics
- Parallel interior-point solver for structured linear programs
- 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)- Parallel Processing and Applied Mathematics
- A semidefinite programming approach for the projection onto the cone of negative semidefinite symmetric tensors with applications to solid mechanics
- Design and implementation of a modular interior-point solver for linear optimization
- On a primal-dual Newton proximal method for convex quadratic programs
- On the correlation of local collocation and control parameterization methods
- On a Reduction for a Class of Resource Allocation Problems
- A variation on the interior point method for linear programming using the continued iteration
- Structure-exploiting interior point methods
- On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach
- Analysis of a nonsmooth optimization approach to robust estimation
- Model selection of chaotic systems from data with hidden variables using sparse data assimilation
- Implementation of interior-point methods for LP based on Krylov subspace iterative solvers with inner-iteration preconditioning
- A matrix-free smoothing algorithm for large-scale support vector machines
- The double pivot simplex method
- Using groups in the splitting preconditioner computation for interior point methods
- Active-set prediction for interior point methods using controlled perturbations
- Large-scale optimization with the primal-dual column generation method
- Block preconditioners for linear systems in interior point methods for convex constrained optimization
- Switching preconditioners using a hybrid approach for linear systems arising from interior point methods for linear programming
- Using the primal-dual interior point algorithm within the branch-price-and-cut method
- A massively parallel interior-point solver for LPs with generalized arrowhead structure, and applications to energy system models
- Semi-definite programming and quantum information
- Hybrid method for linear programming
- Proximal-stabilized semidefinite programming
- Strong global convergence properties of algorithms for nonlinear symmetric cone programming
- A new approach for finding a basis for the splitting preconditioner for linear systems from interior point methods
- An improved penalty algorithm using model order reduction for MIPDECO problems with partial observations
- INTERIOR POINT METHOD FOR SOLVING LINEAR PROGRAMMING WITH INTERVAL COEFFICIENTS USING AFFINE SCALING
- A novel improved edge-based smoothed particle finite element method for elastoplastic contact analysis using second order cone programming
- A regularized interior point method for sparse optimal transport on graphs
- Surface movement method for linear programming
- An interior proximal gradient method for nonconvex optimization
- Network Reconstruction – A New Approach to the Traveling Salesman Problem and Complexity
- A guide to conic optimisation and its applications
- Efficient numerical computations of yield stress fluid flows using second-order cone programming
- Interior point methods, a decade after Karmarkar—a survey, with application to the smallest eigenvalue problem
- The ill-conditioning issue in the penalty function method
- An interior point-proximal method of multipliers for convex quadratic programming
- 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
- A globally convergent regularized interior point method for constrained optimization
- Modified controlled Cholesky factorization for preconditioning linear systems from the interior-point method
- Interior-point methods for the phase-field approach to brittle and ductile fracture
- A specialized primal-dual interior point method for the plastic truss layout optimization
- Dynamic non-diagonal regularization in interior point methods for linear and convex quadratic programming
- Faster first-order primal-dual methods for linear programming using restarts and sharpness
- Updating constraint preconditioners for KKT systems in quadratic programming via low-rank corrections
- Scenario aggregation method for portfolio expectile optimization
- An overview of population-based algorithms for multi-objective optimisation
- Fast interior point solution of quadratic programming problems arising from PDE-constrained optimization
- Matrix-free interior point method
- An interior point algorithm for large scale portfolio optimization
- Sparse approximations with interior point methods
- Solving large-scale optimization problems related to Bell's theorem
- Matrix-free interior point method for compressed sensing problems
- Quasi-Newton approaches to interior point methods for quadratic problems
- A mathematical programming model for computing the fries number of a fullerene
- Fast solution methods for convex quadratic optimization of fractional differential equations
- Projected orthogonal vectors in two-dimensional search interior point algorithms for linear programming
- Projective cutting-planes
- Improving the preconditioning of linear systems from interior point methods
- Improving a primal–dual simplex-type algorithm using interior point methods
- Primal-dual relationship between Levenberg-Marquardt and central trajectories for linearly constrained convex optimization
- Computational algorithms for solving optimal control in linear elasticity
- Determining cost-efficient controls of electrical energy storages using dynamic programming
- Crash start of interior point methods
- Spectral estimates for unreduced symmetric KKT systems arising from Interior Point methods
- Material-separating regularizer for multi-energy x-ray tomography
- The Wasserstein Distance as a Dissimilarity Measure for Mass Spectra with Application to Spectral Deconvolution
- Improving the linear relaxation of maximum \(k\)-cut with semidefinite-based constraints
- A proximal interior point algorithm with applications to image processing
- Improved penalty algorithm for mixed integer PDE constrained optimization problems
- Local convergence analysis of inexact Newton method with relative residual error tolerance under majorant condition in Riemannian manifolds
- Literature reviews in operations research: a new taxonomy and a meta review
- Preconditioners for Krylov subspace methods: An overview
- On the update of constraint preconditioners for regularized KKT systems
- Solving nested-constraint resource allocation problems with an interior point method
- An ADMM-based interior-point method for large-scale linear programming
- Computation of optimal transport with finite volumes
- Towards an efficient augmented Lagrangian method for convex quadratic programming
- Efficiently preconditioned inexact Newton methods for large symmetric eigenvalue problems
- Inexact log-domain interior-point methods for quadratic programming
- Newton projection method as applied to assembly simulation
- A new interior-point approach for large separable convex quadratic two-stage stochastic problems
- Calmness of partially perturbed linear systems with an application to the central path
- Randomized Nyström preconditioned interior point-proximal method of multipliers
- A new proposal to improve the early iterations in the interior point method
- Calmness of linear constraint systems under structured perturbations with an application to the path-following scheme
- An interior point method for nonlinear optimization with a quasi-tangential subproblem
- A massively parallel interior-point method for arrowhead linear programs with local linking structure
- A linear programming approach for designing multilevel PWM waveforms
- Naive constant rank-type constraint qualifications for multifold second-order cone programming and semidefinite programming
- A branch-price-and-cut algorithm for the vehicle routing problem with time windows and multiple deliverymen
- Efficient preconditioners for solving dynamical optimal transport via interior point methods
- A single-phase, proximal path-following framework
- Adaptive inexact smoothing Newton method for a nonconforming discretization of a variational inequality
- A combined SQP-IPM algorithm for solving large-scale nonlinear optimization problems
- ResQPASS: an algorithm for bounded variable linear least squares with asymptotic Krylov convergence
- Structured dictionary learning of rating migration matrices for credit risk modeling
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