On the Implementation of a Primal-Dual Interior Point Method
From MaRDI portal
Recommendations
Cited in
(only showing first 100 items - show all)- Note on implementing the new sphere method for LP using matrix inversions sparingly
- A polynomial-time algorithm for linear optimization based on a new class of kernel functions
- Warmstarting for interior point methods applied to the long-term power planning problem
- Some disadvantages of a Mehrotra-type primal-dual corrector interior point algorithm for linear programming
- Implementation of warm-start strategies in interior-point methods for linear programming in fixed dimension
- Further development of multiple centrality correctors for interior point methods
- Penalty algorithm based on conjugate gradient method for solving portfolio management problem
- SICOpt: Solution approach for nonlinear integer stochastic programming problems
- HOPDM (version 2. 12) -- a fast LP solver based on a primal-dual interior point method
- On finding a vertex solution using interior point methods
- An implementation of a parallel primal-dual interior point method for block- structured linear programs
- Interior-point methods for convex programming
- An interior point method for quadratic programs based on conjugate projected gradients
- Warm start of the primal-dual method applied in the cutting-plane scheme
- A parallel interior point algorithm for linear programming on a network of transputers
- A primal-dual infeasible-interior-point algorithm for linear programming
- Primal-dual interior point approach for computing \(l_ 1\)-solutions and \(l_ \infty\)-solutions of overdetermined linear systems
- Solving symmetric indefinite systems in an interior-point method for linear programming
- Superlinear convergence of infeasible-interior-point methods for linear programming
- Primal-dual algorithms for linear programming based on the logarithmic barrier method
- Computational experience with a globally convergent primal-dual predictor-corrector algorithm for linear programming
- A predictor-corrector infeasible-interior-point algorithm for linear programming
- Scaling, shifting and weighting in interior-point methods
- Asymptotic convergence in a generalized predictor-corrector method
- Fast convergence of the simplified largest step path following algorithm
- Improved complexity using higher-order correctors for primal-dual Dikin affine scaling
- The largest step path following algorithm for monotone linear complementarity problems
- Free material optimization via mathematical programming
- Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
- Approximation in normed linear spaces
- Higher-order derivatives in linear and quadratic programming
- Interior-point methods
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
- Advances in design and implementation of optimization software
- Parallel interior-point method for linear and quadratic programs with special structure
- Infeasible interior-point method for symmetric optimization using a positive-asymptotic barrier
- Algorithmic innovations and software for the dual decomposition method applied to stochastic mixed-integer programs
- Polynomial convergence of Mehrotra-type prediction-corrector infeasible-IPM for symmetric optimization based on the commutative class directions
- An arc-search \({\mathcal {O}}(nL)\) infeasible-interior-point algorithm for linear programming
- Using improved directions of negative curvature for the solution of bound-constrained nonconvex problems
- Complexity analysis of a full-{N}ewton step interior-point method for linear optimization
- A Mizuno-Todd-Ye predictor-corrector infeasible-interior-point method for symmetric optimization with the arc-search strategy
- An interior-point implementation developed and tuned for radiation therapy treatment planning
- A high-precision single shooting method for solving hypersensitive optimal control problems
- Maximal solutions of sparse analysis regularization
- A homogeneous model for monotone mixed horizontal linear complementarity problems
- A new infeasible Mehrotra-type predictor-corrector algorithm for nonlinear complementarity problems over symmetric cones
- Modelling the cracks produced by settlements in masonry structures
- Mehrotra-type predictor-corrector algorithms for sufficient linear complementarity problem
- A primal-dual regularized interior-point method for convex quadratic programs
- A new class of preconditioners for large-scale linear systems from interior point methods for linear programming
- A starting point strategy for nonlinear interior methods.
- Stabilization of Mehrotra's primal-dual algorithm and its implementation
- A hybrid method of chaotic particle swarm optimization and linear interior for reactive power optimisation
- Interior-point algorithm for linear optimization based on a new trigonometric kernel function
- Symmetric indefinite systems for interior point methods
- Exploiting special structure in a primal-dual path-following algorithm
- On the convergence of the iteration sequence in primal-dual interior- point methods
- Multiple centrality corrections in a primal-dual method for linear programming
- A new class of polynomial primal-dual methods for linear and semidefinite optimization
- Numerical aspects in developing LP softwares, LPAKO and LPABO
- On polynomiality of the Mehrotra-type predictor-corrector interior-point algorithms
- A generalized homogeneous and self-dual algorithm for linear programming
- A primal-dual interior-point method for linear programming based on a weighted barrier function
- An investigation of interior-point and block pivoting algorithms for large-scale symmetric monotone linear complementarity problems
- The implementation of linear programming algorithms based on homotopies
- Presolving in linear programming
- Basic lemmas in polynomial-time infeasible-interior-point methods for linear programs
- A Mehrotra-type predictor-corrector algorithm with polynomiality and \(Q\)-subquadratic convergence
- A simplified homogeneous and self-dual linear programming algorithm and its implementation
- A superquadratic infeasible-interior-point method for linear complementarity problems
- On solving stochastic production planning problems via scenario modelling
- Gigaflops in linear programming
- A hybrid algorithm for the solution of a single commodity spatial equilibrium model
- A predictor-corrector method for extended linear-quadratic programming
- Primal-dual methods for linear programming
- A new second-order corrector interior-point algorithm for semidefinite programming
- Polynomial convergence of second-order mehrotra-type predictor-corrector algorithms over symmetric cones
- A linear optimal transportation framework for quantifying and visualizing variations in sets of images
- Warmstarting the homogeneous and self-dual interior point method for linear and conic quadratic problems
- Solving L₁-CTA in 3D tables by an interior-point method for primal block-angular problems
- Semi-definite programming for topology optimization of trusses under multiple eigenvalue constraints
- Application of interior-point methods to model predictive control
- Two computationally efficient polynomial-iteration infeasible interior-point algorithms for linear programming
- Advanced algorithms for penalized quantile and composite quantile regression
- An adaptive infeasible-interior-point method with the one-norm wide neighborhood for semi-definite programming
- Application of a GPU-accelerated hybrid preconditioned conjugate gradient approach for large 3D problems in computational geomechanics
- A new approach for finding a basis for the splitting preconditioner for linear systems from interior point methods
- A Mehrotra-type predictor-corrector infeasible-interior-point method with a new one-norm neighborhood for symmetric optimization
- Interior-point methods for the phase-field approach to brittle and ductile fracture
- An interior point-proximal method of multipliers for convex quadratic programming
- Multi-target identity management for unknown and time-varying number of targets in clutter
- An arc-search infeasible interior-point method for semidefinite optimization with the negative infinity neighborhood
- An interior-point algorithm for linear programming with optimal selection of centering parameter and step size
- Design and implementation of a modular interior-point solver for linear optimization
- A Hamiltonian decomposition for fast interior-point solvers in model predictive control
- An infeasible interior-point arc-search algorithm for nonlinear constrained optimization
- A predictor-corrector affine scaling method to train optimized extreme learning machine
- Predictor-corrector interior-point algorithm for \(P_*(\kappa)\)-linear complementarity problems based on a new type of algebraic equivalent transformation technique
- \texttt{Tenscalc}: a toolbox to generate fast code to solve nonlinear constrained minimizations and compute Nash equilibria
This page was built for publication: On the Implementation of a Primal-Dual Interior Point Method
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4015447)