Symmetric indefinite systems for interior point methods
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Publication:1803613
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Cites work
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- A modification of Karmarkar's linear programming algorithm
- A new polynomial-time algorithm for linear programming
- A variation on Karmarkar’s algorithm for solving linear programming problems
- ALPO: Another Linear Program Optimizer
- An implementation of Karmarkar's algorithm for linear programming
- Computational experience with a primal-dual interior point method for linear programming
- Feasibility issues in a primal-dual interior-point method for linear programming
- scientific article; zbMATH DE number 3816913 (Why is no real title available?)
- scientific article; zbMATH DE number 194432 (Why is no real title available?)
- scientific article; zbMATH DE number 3301975 (Why is no real title available?)
- Implementation of a Dual Affine Interior Point Algorithm for Linear Programming
- Interior path following primal-dual algorithms. I: Linear programming
- Interior path following primal-dual algorithms. II: Convex quadratic programming
- On finding a vertex solution using interior point methods
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- On the Implementation of a Primal-Dual Interior Point Method
- Preconditioners for Indefinite Systems Arising in Optimization
- Separable Quadratic Programming via a Primal-Dual Interior Point Method and its Use in a Sequential Procedure
Cited in
(44)- An implementation of a parallel primal-dual interior point method for block- structured linear programs
- An interior point method for quadratic programs based on conjugate projected gradients
- An implementation of linear and nonlinear multicommodity network flows
- Cost-effective sulphur emission reduction under uncertainty
- Strategic financial risk management and operations research
- Stochastic linear programs with restricted recourse
- The augmented system variant of IPMs in two-stage stochastic linear programming computation
- Advances in trust region algorithms for constrained optimization
- The role of the augmented system in interior point methods
- A primal-dual infeasible-interior-point algorithm for linear programming
- Solving symmetric indefinite systems in an interior-point method for linear programming
- A QMR-based interior-point algorithm for solving linear programs
- Duality in robust linear regression using Huber's M-estimator
- Financial planning via multi-stage stochastic optimization.
- Parallel interior-point method for linear and quadratic programs with special structure
- A new class of preconditioners for large-scale linear systems from interior point methods for linear programming
- Efficient solution of two-stage stochastic linear programs using interior point methods
- Computational study of a family of mixed-integer quadratic programming problems
- An interior point method for general large-scale quadratic programming problems
- Fast quadratic programming for mean-variance portfolio optimisation
- The contact problem in Lagrangian systems with redundant frictional bilateral and unilateral constraints and singular mass matrix. The all-sticking contacts problem
- Symmetric-triangular decomposition and its applications. II: Preconditioners for indefinite systems
- A primal-dual interior-point algorithm for quadratic programming
- A conversion of an SDP having free variables into the standard form SDP
- Detecting ``dense columns in interior point methods for linear programs
- A selective strategy for shakedown analysis of engineering structures
- Spectral estimates for unreduced symmetric KKT systems arising from Interior Point methods
- Sparsity in convex quadratic programming with interior point methods
- CVXGEN: a code generator for embedded convex optimization
- Shakedown analysis with multidimensional loading spaces
- Using a Massively Parallel Processor to Solve Large Sparse Linear Programs by an Interior-Point Method
- Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization
- The BPMPD interior point solver for convex quadratic problems
- LOQO:an interior point code for quadratic programming
- Benchmarking interior point Lp/Qp solvers
- scientific article; zbMATH DE number 2138795 (Why is no real title available?)
- Symmetric Quasidefinite Matrices
- Computational study of a family of mixed-integer quadratic programming problems
- The factorability of symmetric matrices and some implications for statistical linear models
- Recycling basic columns of the splitting preconditioner in interior point methods
- Generalized structured component analysis accommodating convex components: a knowledge-based multivariate method with interpretable composite indexes
- Additive Schwarz methods for fourth-order variational inequalities
- A little theorem of the big \({\mathcal M}\) in interior point algorithms
- A computational intelligence method for solving a class of portfolio optimization problems
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