Further development of multiple centrality correctors for interior point methods
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Publication:1029632
DOI10.1007/S10589-007-9106-0zbMATH Open1168.90643DBLPjournals/coap/ColomboG08OpenAlexW2104414266WikidataQ64457966 ScholiaQ64457966MaRDI QIDQ1029632FDOQ1029632
Authors: Marco Colombo, Jacek Gondzio 
Publication date: 13 July 2009
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://www.pure.ed.ac.uk/ws/files/10365265/Further_development_of_multiple_centrality_correctors_for_interior_point_methods.pdf
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- On Implementing Mehrotra’s Predictor–Corrector Interior-Point Method for Linear Programming
- Corrector-predictor methods for monotone linear complementarity problems in a wide neighborhood of the central path
higher order methodsimplementation of interior point methodsmultiple centrality correctorssymmetric neighbourhood
Cites Work
- On the Implementation of a Primal-Dual Interior Point Method
- Title not available (Why is that?)
- Benchmarking optimization software with performance profiles.
- Title not available (Why is that?)
- On Adaptive-Step Primal-Dual Interior-Point Algorithms for Linear Programming
- Some disadvantages of a Mehrotra-type primal-dual corrector interior point algorithm for linear programming
- On Mehrotra-Type Predictor-Corrector Algorithms
- A primal-dual interior point method whose running time depends only on the constraint matrix
- On Implementing Mehrotra’s Predictor–Corrector Interior-Point Method for Linear Programming
- Multiple centrality corrections in a primal-dual method for linear programming
- Title not available (Why is that?)
- HOPDM (version 2. 12) -- a fast LP solver based on a primal-dual interior point method
- Extending Mehrotra and Gondzio higher order methods to mixed semidefinite-quadratic-linear programming
- Convergence Conditions and Krylov Subspace--Based Corrections for Primal-Dual Interior-Point Method
- Higher-Order Predictor-Corrector Interior Point Methods with Application to Quadratic Objectives
- The Mehrotra Predictor-Corrector Interior-Point Method As a Perturbed Composite Newton Method
- Extending Mehrotra's corrector for linear programs
Cited In (26)
- Interior point methods 25 years later
- A massively parallel interior-point solver for LPs with generalized arrowhead structure, and applications to energy system models
- Using the primal-dual interior point algorithm within the branch-price-and-cut method
- A new warmstarting strategy for the primal-dual column generation method
- An \(O(\sqrt{n}L)\) iteration Mehrotra-type predictor-corrector algorithm for monotone linear complementarity problem
- A New Stopping Criterion for Krylov Solvers Applied in Interior Point Methods
- Recycling basic columns of the splitting preconditioner in interior point methods
- Proximal stabilized interior point methods and \textit{low-frequency-update} preconditioning techniques
- Trajectory-following methods for large-scale degenerate convex quadratic programming
- A warm-start approach for large-scale stochastic linear programs
- Matrix-free interior point method
- A predictor-corrector algorithm with multiple corrections for convex quadratic programming
- Quasi-Newton approaches to interior point methods for quadratic problems
- Projected orthogonal vectors in two-dimensional search interior point algorithms for linear programming
- Material-separating regularizer for multi-energy x-ray tomography
- Interior Point Methods for Nonlinear Optimization
- A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition
- A constraint-reduced variant of Mehrotra's predictor-corrector algorithm
- Mehrotra-type predictor-corrector algorithms for sufficient linear complementarity problem
- Interior/exterior-point methods with inertia correction strategy for solving optimal reactive power flow problems with discrete variables
- Interior Point Methods Can Exploit Structure of Convex Piecewise Linear Functions with Application in Radiation Therapy
- Optimized choice of parameters in interior-point methods for linear programming
- Multi-parameter surfaces of analytic centers and long-step surface-following interior point methods
- An infeasible interior-point arc-search method with Nesterov's restarting strategy for linear programming problems
- Combining a hybrid preconditioner and a optimal adjustment algorithm to accelerate the convergence of interior point methods
- A variation on the interior point method for linear programming using the continued iteration
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