HOPDM (version 2. 12) -- a fast LP solver based on a primal-dual interior point method
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Publication:1127255
DOI10.1016/0377-2217(95)00163-KzbMATH Open0925.90284OpenAlexW2039400631MaRDI QIDQ1127255FDOQ1127255
Authors: Jacek Gondzio 
Publication date: 5 November 1998
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0377-2217(95)00163-k
Cites Work
- HOPDM - a higher order primal-dual method for large scale linear programming
- QHOPDM -- a higher order primal-dual method for large scale convex quadratic programming
- Implementing cholesky factorization for interior point methods of linear programming
- On the Implementation of a Primal-Dual Interior Point Method
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- Title not available (Why is that?)
- Feature Article—Interior Point Methods for Linear Programming: Computational State of the Art
- Primal-dual target-following algorithms for linear programming
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- Commentary—Progress in Linear Programming
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- Splitting dense columns of constraint matrix in interior point methods for large scale linear programming11The results discussed in the paper have been obtained when the author was staying at LAMSADE, University of Paris Dauphine, Place du Marechal de Lattre de Tassigny, 75775 Paris Cedex 16, France$ef:22A preliminary version of the paper has been presented at the Applied Mathematical Programming and Modelling Symposium APMOD’91 in London, January 14-…
Cited In (39)
- Implementation of interior-point methods for LP based on Krylov subspace iterative solvers with inner-iteration preconditioning
- Preconditioning indefinite systems in interior point methods for large scale linear optimisation
- 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
- Symbolic implementation of interior point method for linear programming problem
- Block preconditioners for linear systems in interior point methods for convex constrained optimization
- A primal-dual interior-point algorithm for quadratic programming
- Using the primal-dual interior point algorithm within the branch-price-and-cut method
- Exploiting separability in large-scale linear support vector machine training
- A homogeneous model for monotone mixed horizontal linear complementarity problems
- A new warmstarting strategy for the primal-dual column generation method
- A robust and efficient proposal for solving linear systems arising in interior-point methods for linear programming
- On the iterative solution of KKT systems in potential reduction software for large-scale quadratic problems
- Optimized packing multidimensional hyperspheres: a unified approach
- A note on the primal-dual column generation method for combinatorial optimization
- Identifying superfluous constraints within an interior-point algorithm for convex quadratic programming
- Asymmetric multipartite Greenberger-Horne-Zeilinger states and Bell inequalities
- Warm start of the primal-dual method applied in the cutting-plane scheme
- Packing congruent hyperspheres into a hypersphere
- A preconditioning technique for Schur complement systems arising in stochastic optimization
- Regularization and preconditioning of KKT systems arising in nonnegative least-squares problems
- HyKKT: a hybrid direct-iterative method for solving KKT linear systems
- Further development of multiple centrality correctors for interior point methods
- Convergence analysis of the inexact infeasible interior-point method for linear optimization
- Quasi-Newton approaches to interior point methods for quadratic problems
- Scenario generation and stochastic programming models for asset liability management
- A coherent approach to Bayesian data envelopment analysis
- A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition
- Two direct methods in linear programming
- Enhancing the behavior of interior-point methods via identification of variables
- Some insights into the solution algorithms for SLP problems
- Inexact constraint preconditioners for linear systems arising in interior point methods
- Preconditioning and iterative solution of symmetric indefinite linear systems arising from interior point methods for linear programming
- A predictor-corrector affine scaling method to train optimized extreme learning machine
- Failure modes and effective strength of two-phase materials determined by means of numerical limit analysis
- Topology optimization of trusses with stress and local constraints on nodal stability and member intersection
- Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization
- Hedging options under transaction costs and stochastic volatility
- On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods
Uses Software
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