Implementation of an interior point method with basis preconditioning
From MaRDI portal
Publication:2220915
DOI10.1007/s12532-020-00181-8zbMath1452.90217OpenAlexW3007070911MaRDI QIDQ2220915
Publication date: 25 January 2021
Published in: Mathematical Programming Computation (Search for Journal in Brave)
Full work available at URL: https://www.pure.ed.ac.uk/ws/files/134475941/ipmBasis_1_.pdf
Large-scale problems in mathematical programming (90C06) Linear programming (90C05) Interior-point methods (90C51)
Related Items
Preconditioners for Krylov subspace methods: An overview, Recycling basic columns of the splitting preconditioner in interior point methods, An Asymptotically Superlinearly Convergent Semismooth Newton Augmented Lagrangian Method for Linear Programming
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Dantzig-Wolfe and block coordinate-descent decomposition in large-scale integrated refinery-planning
- Recovering an optimal LP basis from an interior point solution
- On the existence and computation of rank-revealing LU factorizations
- A new class of preconditioners for large-scale linear systems from interior point methods for linear programming
- Multiple centrality corrections in a primal-dual method for linear programming
- Hyper-sparsity in the revised simplex method and how to exploit it
- Estimating the Largest Elements of a Matrix
- Semi-optimal bases for linear dependencies
- Preconditioning Linear Least-Squares Problems by Identifying a Basis Matrix
- Preconditioning indefinite systems in interior point methods for large scale linear optimisation
- On the Implementation of a Primal-Dual Interior Point Method
- On Finding Primal- and Dual-Optimal Bases
- Solution of Sparse Indefinite Systems of Linear Equations
- Computing Lower Bounds for the Quadratic Assignment Problem with an Interior Point Algorithm for Linear Programming
- Pivot selection methods of the Devex LP code
- Methods of conjugate gradients for solving linear systems
