Symmetric indefinite systems for interior point methods
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Publication:1803613
DOI10.1007/BF01581257zbMATH Open0791.90033OpenAlexW2057697122MaRDI QIDQ1803613FDOQ1803613
Authors: Robert J. Vanderbei, Tamra J. Carpenter 
Publication date: 29 June 1993
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01581257
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Quadratic programming (90C20) Convex programming (90C25) Linear programming (90C05) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
Cites Work
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- An implementation of Karmarkar's algorithm for linear programming
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- A FAST ALGORITHM FOR SOLVING LARGE SCALE MEAN-VARIANCE MODELS BY COMPACT FACTORIZATION OF COVARIANCE MATRICES
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- Implementation of a Dual Affine Interior Point Algorithm for Linear Programming
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- Separable Quadratic Programming via a Primal-Dual Interior Point Method and its Use in a Sequential Procedure
Cited In (43)
- A selective strategy for shakedown analysis of engineering structures
- Solving symmetric indefinite systems in an interior-point method for linear programming
- A little theorem of the big \({\mathcal M}\) in interior point algorithms
- Symmetric-triangular decomposition and its applications. II: Preconditioners for indefinite systems
- A primal-dual interior-point algorithm for quadratic programming
- Parallel interior-point method for linear and quadratic programs with special structure
- An interior point method for quadratic programs based on conjugate projected gradients
- Generalized structured component analysis accommodating convex components: a knowledge-based multivariate method with interpretable composite indexes
- Fast quadratic programming for mean-variance portfolio optimisation
- Cost-effective sulphur emission reduction under uncertainty
- The BPMPD interior point solver for convex quadratic problems
- Shakedown analysis with multidimensional loading spaces
- The augmented system variant of IPMs in two-stage stochastic linear programming computation
- Stochastic linear programs with restricted recourse
- Recycling basic columns of the splitting preconditioner in interior point methods
- Advances in trust region algorithms for constrained optimization
- Benchmarking interior point Lp/Qp solvers
- An implementation of linear and nonlinear multicommodity network flows
- The contact problem in Lagrangian systems with redundant frictional bilateral and unilateral constraints and singular mass matrix. The all-sticking contacts problem
- Financial planning via multi-stage stochastic optimization.
- A conversion of an SDP having free variables into the standard form SDP
- LOQO:an interior point code for quadratic programming
- Strategic financial risk management and operations research
- A QMR-based interior-point algorithm for solving linear programs
- Title not available (Why is that?)
- The role of the augmented system in interior point methods
- Spectral estimates for unreduced symmetric KKT systems arising from Interior Point methods
- Computational study of a family of mixed-integer quadratic programming problems
- Computational study of a family of mixed-integer quadratic programming problems
- Detecting ``dense columns in interior point methods for linear programs
- CVXGEN: a code generator for embedded convex optimization
- A primal-dual infeasible-interior-point algorithm for linear programming
- Additive Schwarz methods for fourth-order variational inequalities
- Using a Massively Parallel Processor to Solve Large Sparse Linear Programs by an Interior-Point Method
- Sparsity in convex quadratic programming with interior point methods
- A computational intelligence method for solving a class of portfolio optimization problems
- An interior point method for general large-scale quadratic programming problems
- A new class of preconditioners for large-scale linear systems from interior point methods for linear programming
- An implementation of a parallel primal-dual interior point method for block- structured linear programs
- The factorability of symmetric matrices and some implications for statistical linear models
- Efficient solution of two-stage stochastic linear programs using interior point methods
- Duality in robust linear regression using Huber's \(M\)-estimator
- Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization
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