NETLIB LP Test Set
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swMATH11484MaRDI QIDQ23426FDOQ23426
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Official website: http://www.cuter.rl.ac.uk/Problems/netlib.shtml
Cited In (only showing first 100 items - show all)
- Computing projections for the Karmarkar algorithm
- The inverse optimal value problem
- Stabilization of Mehrotra's primal-dual algorithm and its implementation
- Using a hybrid preconditioner for solving large-scale linear systems arising from interior point methods
- Block preconditioners for linear systems in interior point methods for convex constrained optimization
- Combined projected gradient algorithm for linear programming
- A primal-dual interior-point algorithm for quadratic programming
- A self-adjusting primal–dual interior point method for linear programs
- Partial pricing rule simplex method with deficient basis
- An interior point method for constrained saddle point problems
- Improving the efficiency of the simplex algorithm based on a geometric explanation of phase 1
- A largest-distance pivot rule for the simplex algorithm
- Dual-primal algorithm for linear optimization
- A projective simplex algorithm using LU decomposition
- Simulation and optimization by quantifier elimination
- On verified numerical computations in convex programming
- Hybrid-LP: finding advanced starting points for simplex, and pivoting LP methods
- A basis-deficiency-allowing primal phase-I algorithm using the most-obtuse-angle column rule
- Projection onto a polyhedron that exploits sparsity
- A class of primal affine scaling algorithms
- Computational Experience and the Explanatory Value of Condition Measures for Linear Optimization
- Trajectory-following methods for large-scale degenerate convex quadratic programming
- The most-obtuse-angle row pivot rule for achieving dual feasibility: A computational study
- An interior point-proximal method of multipliers for convex quadratic programming
- Addressing rank degeneracy in constraint-reduced interior-point methods for linear optimization
- A two-phase support method for solving linear programs: numerical experiments
- Computing Kitahara-Mizuno's bound on the number of basic feasible solutions generated with the simplex algorithm
- Postponing the choice of the barrier parameter in Mehrotra-type predictor-corrector algorithms
- Dynamic non-diagonal regularization in interior point methods for linear and convex quadratic programming
- A comparison of reduced and unreduced KKT systems arising from interior point methods
- Progress in the dual simplex method for large scale LP problems: Practical dual phase 1 algorithms
- Data-Parallel Implementations of Dense Simplex Methods on the Connection Machine CM-2
- An affine-scaling pivot algorithm for linear programming
- Certifying feasibility and objective value of linear programs
- A strictly improving linear programming Phase I algorithm
- Computation of condition numbers for linear programming problems using Peña’s method
- Mathematical programming via the least-squares method
- A dual projective simplex method for linear programming
- A parallel interior point algorithm for linear programming on a network of transputers
- Spectral estimates for unreduced symmetric KKT systems arising from Interior Point methods
- Limited-memory LDL\(^{\top}\) factorization of symmetric quasi-definite matrices with application to constrained optimization
- A modification of revised simplex method
- Two direct methods in linear programming
- Title not available (Why is that?)
- How good are extrapolated bi-projection methods for linear feasibility problems?
- A comparative study of redundant constraints identification methods in linear programming problems
- Progress in the dual simplex algorithm for solving large scale LP problems: Techniques for a fast and stable implementation
- Title not available (Why is that?)
- Sparsity in convex quadratic programming with interior point methods
- A sparse proximal implementation of the LP dual active set algorithm
- Dual multilevel optimization
- A dual projective pivot algorithm for linear programming
- Implementation of warm-start strategies in interior-point methods for linear programming in fixed dimension
- Advances in design and implementation of optimization software
- Steplengths in interior-point algorithms of quadratic programming
- An infeasible full-NT step interior point algorithm for CQSCO
- An efficient approach to updating simplex multipliers in the simplex algorithm
- On using exterior penalty approaches for solving linear programming problems
- Predictor-corrector smoothing methods for linear programs with a more flexible update of the smoothing parameter
- A stable primal-dual approach for linear programming under nondegeneracy assumptions
- On finding a vertex solution using interior point methods
- The long step rule in the bounded-variable dual simplex method: Numerical experiments
- Computational experience with rigorous error bounds for the Netlib linear programming library
- Several modifications of simplex method
- An efficient algorithm for sparse null space basis problem using ABS methods
- Presolve Analysis of Linear Programs Prior to Applying an Interior Point Method
- An active-set proximal-Newton algorithm for \(\ell_1\) regularized optimization problems with box constraints
- Towards Stable Mixed Pivoting Strategies for the Sequential and Parallel Solution of Sparse Symmetric Indefinite Systems
- Title not available (Why is that?)
- Computational experience with a primal-dual interior point method for linear programming
- A simple direct cosine simplex algorithm
- Title not available (Why is that?)
- A generalized projection-based scheme for solving convex constrained optimization problems
- CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
- On Numerical Issues of Interior Point Methods
- On Implementing Mehrotra’s Predictor–Corrector Interior-Point Method for Linear Programming
- The BPMPD interior point solver for convex quadratic problems
- Strategies for Scaling and Pivoting for Sparse Symmetric Indefinite Problems
- An \(O(\sqrt nL)\) iteration primal-dual second-order corrector algorithm for linear programming
- Finding an interior point in the optimal face of linear programs
- Robust solutions of linear programming problems contaminated with uncertain data
- Polynomial time second order mehrotra-type predictor--corrector algorithms
- PENNON: A code for convex nonlinear and semidefinite programming
- A simplified homogeneous and self-dual linear programming algorithm and its implementation
- LOQO:an interior point code for quadratic programming
- LPAKO: A Simplex-based Linear Programming Program
- A Revised Dual Projective Pivot Algorithm for Linear Programming
- Robust optimization-methodology and applications
- The design and application of IPMLO. A FORTRAN library for linear optimization with interior point methods
- A preconditioned conjugate gradient approach to linear equality constrained minimization
- Interval uncertainty-based robust optimization for convex and non-convex quadratic programs with applications in network infrastructure planning
- A primal-dual regularized interior-point method for convex quadratic programs
- BPMPD
- LDL
- LPAKO
- SCICONIC
- A repository of convex quadratic programming problems
- lp_solve
- VSDP
- HOPDM
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