Interior point methods in the year 2025
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Cites work
- A cutting-plane approach for large-scale capacitated multi-period facility location using a specialized interior-point method
- A globally convergent primal-dual interior point method for constrained optimization
- A homogeneous interior-point algorithm for nonsymmetric convex conic optimization
- 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 new preconditioning approach for an interior point‐proximal method of multipliers for linear and convex quadratic programming
- A New Stopping Criterion for Krylov Solvers Applied in Interior Point Methods
- A Polynomial-Time Primal-Dual Affine Scaling Algorithm for Linear and Convex Quadratic Programming and Its Power Series Extension
- A preconditioner for a primal-dual Newton conjugate gradient method for compressed sensing problems
- A primal-dual infeasible-interior-point algorithm for linear programming
- A primal-dual interior point method whose running time depends only on the constraint matrix
- A regularized interior point method for sparse optimal transport on graphs
- A scaling-invariant algorithm for linear programming whose running time depends only on the constraint matrix
- A Specialized Interior-Point Algorithm for Multicommodity Network Flows
- A study of preconditioners for network interior point methods
- A volume associated with \(m{\times}n\) matrices
- An Implementation of the Dual Affine Scaling Algorithm for Minimum-Cost Flow on Bipartite Uncapacitated Networks
- An Interior Point–Inspired Algorithm for Linear Programs Arising in Discrete Optimal Transport
- An interior-point algorithm for nonconvex nonlinear programming
- An interior-point approach to sensitivity analysis in degenerate linear programs
- Applications of second-order cone programming
- Branch-and-price: Column generation for solving huge integer programs
- Central path curvature and iteration-complexity for redundant Klee-Minty cubes
- Commentary—Progress in Linear Programming
- Computational techniques of the simplex method
- Computing Sparse LU Factorizations for Large-Scale Linear Programming Bases
- Constraint Preconditioning for Indefinite Linear Systems
- Convergence analysis of an inexact feasible interior point method for convex quadratic programming
- Convergence analysis of an inexact potential reduction method for convex quadratic programming
- Convergence analysis of the inexact infeasible interior-point method for linear optimization
- Degeneracy in interior point methods for linear programming: A survey
- Detecting ``dense columns in interior point methods for linear programs
- Direct Methods for Solving Symmetric Indefinite Systems of Linear Equations
- Dynamic non-diagonal regularization in interior point methods for linear and convex quadratic programming
- Efficient inverse maintenance and faster algorithms for linear programming
- Feature Article—Interior Point Methods for Linear Programming: Computational State of the Art
- Finite dimensional subspaces of $L_{p}$
- General-purpose preconditioning for regularized interior point methods
- Global and polynomial-time convergence of an infeasible-interior-point algorithm using inexact computation.
- Global convergence of the affine scaling methods for degenerate linear programming problems
- How to find a good submatrix
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- Hyper-sparsity in the revised simplex method and how to exploit it
- Implementation of an interior point method with basis preconditioning
- Incorporating Condition Measures into the Complexity Theory of Linear Programming
- 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
- Interior Methods for Nonlinear Optimization
- Interior-point methods for nonconvex nonlinear programming: orderings and higher-order methods
- La méthode des centres dans un espace topologique
- Large-scale linearly constrained optimization
- Large-scale optimization with the primal-dual column generation method
- Log-Barrier Interior Point Methods Are Not Strongly Polynomial
- LOQO:an interior point code for quadratic programming
- Lx = b
- Material-separating regularizer for multi-energy x-ray tomography
- Matrix-free interior point method for compressed sensing problems
- Minimum-cost flow algorithms: an experimental evaluation
- Network flows. Theory, algorithms, and applications.
- New developments in the primal-dual column generation technique
- Numerical solution of saddle point problems
- On Dantzig-Wolfe Decomposition in Integer Programming and ways to Perform Branching in a Branch-and-Price Algorithm
- On Finding Primal- and Dual-Optimal Bases
- On implementing a primal-dual interior-point method for conic quadratic optimization
- 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 Convergence of a Class of Infeasible Interior-Point Methods for the Horizontal Linear Complementarity Problem
- On the Implementation of a Primal-Dual Interior Point Method
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- On the translocation of masses
- Parallel interior-point solver for structured linear programs
- Parallel Processing and Applied Mathematics
- Partitioning procedures for solving mixed-variables programming problems
- Path finding methods for linear programming: solving linear programs in \(\widetilde{O}(\sqrt{rank})\) iterations and faster algorithms for maximum flow
- 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 Interior-Point Methods for Self-Scaled Cones
- Primal-Dual Interior-Point Methods for Semidefinite Programming: Convergence Rates, Stability and Numerical Results
- Proximal stabilized interior point methods and \textit{low-frequency-update} preconditioning techniques
- Quadratic regularizations in an interior-point method for primal block-angular problems
- Quadratically regularized optimal transport on graphs
- Rank revealing Gaussian elimination by the maximum volume concept
- Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization
- Reoptimization With the Primal-Dual Interior Point Method
- Selected Topics in Column Generation
- Semidefinite optimization
- Semidefinite Programming
- Solving combinatorial optimization problems using Karmarkar's algorithm
- Solving nonlinear portfolio optimization problems with the primal-dual interior point method
- Solving real-world linear ordering problems using a primal-dual interior point cutting plane method
- Sparse approximations with interior point methods
- Sparsity in convex quadratic programming with interior point methods
- Spectral analysis of (sequences of) graph matrices
- Steepest-edge simplex algorithms for linear programming
- Strengthened benders cuts for stochastic integer programs with continuous recourse
- Superlinear and quadratic convergence of some primal - dual interior point methods for constrained optimization
- Symmetric Quasidefinite Matrices
- The Decomposition Algorithm for Linear Programs
- The maximal-volume concept in approximation by low-rank matrices
- The University of Florida sparse matrix collection
- Towards a practical parallelisation of the simplex method
- Towards non-symmetric conic optimization
- Two-thirds is sharp for affine scaling
- Using a hybrid preconditioner for solving large-scale linear systems arising from interior point methods
- Using constraint preconditioners with regularized saddle-point problems
- Using the primal-dual interior point algorithm within the branch-price-and-cut method
- Warm start and \(\varepsilon\)-subgradients in a cutting plane scheme for block-angular linear programs
- Warm start of the primal-dual method applied in the cutting-plane scheme
- Warm-start strategies in interior-point methods for linear programming
- What Tropical Geometry Tells Us about the Complexity of Linear Programming
Cited in
(3)- A massively parallel interior-point method for arrowhead linear programs with local linking structure
- An extension of an interior-point method to include risk aversion in large-scale multistage stochastic optimization
- Kemeny's constant minimization for reversible Markov chains via structure-preserving perturbations
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