NETLIB LP Test Set
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Cited in
(only showing first 100 items - show all)- Implementation of warm-start strategies in interior-point methods for linear programming in fixed dimension
- Progress in the dual simplex algorithm for solving large scale LP problems: Techniques for a fast and stable implementation
- A dual projective simplex method for linear programming
- On finding a vertex solution using interior point methods
- The most-obtuse-angle row pivot rule for achieving dual feasibility: A computational study
- BPMPD
- Steplengths in interior-point algorithms of quadratic programming
- A parallel interior point algorithm for linear programming on a network of transputers
- A strictly improving linear programming Phase I algorithm
- Finding an interior point in the optimal face of linear programs
- IPMLO
- LDL
- LPAKO
- NASOQ
- QPDO
- SDPLIB
- Simulation and optimization by quantifier elimination
- SCICONIC
- The long step rule in the bounded-variable dual simplex method: Numerical experiments
- GALAHAD
- The final NETLIB-LP results
- LOQO
- Robust solutions of linear programming problems contaminated with uncertain data
- Advances in design and implementation of optimization software
- A phase-1 approach for the generalized simplex algorithm
- VSDP
- lp_solve
- SoPlex
- QHOPDM
- KORBX
- HOPDM
- Netlib
- LIPSOL
- PCx
- QSopt_ex
- QSDP
- OOQP
- MINOS
- qpOASES
- COPL_QP
- nlpy
- SPARSE-QR
- Threshold incomplete factorization constraint preconditioners for saddle-point matrices
- A primal-dual regularized interior-point method for convex quadratic programs
- The inverse optimal value problem
- A dual projective pivot algorithm for linear programming
- Stabilization of Mehrotra's primal-dual algorithm and its implementation
- Multiple centrality corrections in a primal-dual method for linear programming
- QPBLUR
- SolvIND
- Robust optimization-methodology and applications
- Predictor-corrector smoothing methods for linear programs with a more flexible update of the smoothing parameter
- Computational techniques of the simplex method
- MarPlex
- QPSchur
- McIPM
- A simplified homogeneous and self-dual linear programming algorithm and its implementation
- On the simplex algorithm initializing
- CQP
- An efficient algorithm for sparse null space basis problem using ABS methods
- A two-phase support method for solving linear programs: numerical experiments
- A projective simplex algorithm using LU decomposition
- QPOPT
- A dual gradient-projection method for large-scale strictly convex quadratic problems
- An interior point-proximal method of multipliers for convex quadratic programming
- DEVEX
- ZQPCVX
- ValEncIA
- MOPS
- Dsor
- Block preconditioners for linear systems in interior point methods for convex constrained optimization
- QPALM: a proximal augmented Lagrangian method for nonconvex quadratic programs
- On a primal-dual Newton proximal method for convex quadratic programs
- OSL
- A wide neighborhood arc-search interior-point algorithm for convex quadratic programming with box constraints and linear constraints
- An implementation of steepest-descent augmentation for linear programs
- Lurupa
- Switching preconditioners using a hybrid approach for linear systems arising from interior point methods for linear programming
- An active-set proximal-Newton algorithm for \(\ell_1\) regularized optimization problems with box constraints
- COSMO: a conic operator splitting method for convex conic problems
- Addressing rank degeneracy in constraint-reduced interior-point methods for linear optimization
- Solving quadratic programs to high precision using scaled iterative refinement
- An exterior point polynomial-time algorithm for convex quadratic programming
- A globally convergent primal-dual active-set framework for large-scale convex quadratic optimization
- CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
- A secant-based Nesterov method for convex functions
- Tobago
- A simple direct cosine simplex algorithm
- Trajectory-following methods for large-scale degenerate convex quadratic programming
- A comparison of reduced and unreduced KKT systems arising from interior point methods
- Dynamic non-diagonal regularization in interior point methods for linear and convex quadratic programming
- QPLIB2014
- Privacy-preserving and verifiable protocols for scientific computation outsourcing to the cloud
- Steplength selection in interior-point methods for quadratic programming
- A largest-distance pivot rule for the simplex algorithm
- A sparse proximal implementation of the LP dual active set algorithm
- Dual multilevel optimization
- A basis-deficiency-allowing primal phase-I algorithm using the most-obtuse-angle column rule
- A primal deficient-basis simplex algorithm for linear programming
- A primal-dual interior-point algorithm for quadratic programming
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