Symmetric indefinite systems for interior point methods

DOI10.1007/BF01581257zbMath0791.90033OpenAlexW2057697122MaRDI QIDQ1803613

Tamra J. Carpenter, Robert J. Vanderbei

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

zbMATH Keywords

interior point methods nonseparable quadratic programs

Mathematics Subject Classification ID

Convex programming (90C25) Quadratic programming (90C20) Linear programming (90C05) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items

A conversion of an SDP having free variables into the standard form SDP, Detecting ``dense columns in interior point methods for linear programs, A QMR-based interior-point algorithm for solving linear programs, Duality in robust linear regression using Huber's \(M\)-estimator, An interior point method for general large-scale quadratic programming problems, CVXGEN: a code generator for embedded convex optimization, A selective strategy for shakedown analysis of engineering structures, A computational intelligence method for solving a class of portfolio optimization problems, Recycling basic columns of the splitting preconditioner in interior point methods, Shakedown analysis with multidimensional loading spaces, Financial planning via multi-stage stochastic optimization., Fast quadratic programming for mean-variance portfolio optimisation, A little theorem of the big \({\mathcal M}\) in interior point algorithms, An implementation of a parallel primal-dual interior point method for block- structured linear programs, Symmetric-triangular decomposition and its applications. II: Preconditioners for indefinite systems, Using a Massively Parallel Processor to Solve Large Sparse Linear Programs by an Interior-Point Method, A new class of preconditioners for large-scale linear systems from interior point methods for linear programming, The factorability of symmetric matrices and some implications for statistical linear models, A primal-dual interior-point algorithm for quadratic programming, The contact problem in Lagrangian systems with redundant frictional bilateral and unilateral constraints and singular mass matrix. The all-sticking contacts problem, Efficient solution of two-stage stochastic linear programs using interior point methods, 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, Computational study of a family of mixed-integer quadratic programming problems, 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, Computational study of a family of mixed-integer quadratic programming problems, 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, A primal-dual infeasible-interior-point algorithm for linear programming, Parallel interior-point method for linear and quadratic programs with special structure, Solving symmetric indefinite systems in an interior-point method for linear programming

Uses Software

Cites Work