Addressing rank degeneracy in constraint-reduced interior-point methods for linear optimization

DOI10.1007/s10957-013-0323-7zbMath1311.90180OpenAlexW2086739274MaRDI QIDQ2250064

André L. Tits, Luke B. Winternitz, Pierre-Antoine Absil

Publication date: 4 July 2014

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-013-0323-7

zbMATH Keywords

linear programmingconstraint reductionprimal-dual interior point

Mathematics Subject Classification ID

Linear programming (90C05) Interior-point methods (90C51)

Related Items

A polynomial arc-search interior-point algorithm for linear programming, A constraint-reduced MPC algorithm for convex quadratic programming, with a modified active set identification scheme

Uses Software

• NETLIB LP Test Set

Cites Work

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• On scaled projections and pseudoinverses
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• On the Implementation of a Primal-Dual Interior Point Method
• Infeasible constraint-reduced interior-point methods for linear optimization
• Constraint Reduction for Linear Programs with Many Inequality Constraints