NETLIB LP Test Set

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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