Exploiting structure in parallel implementation of interior point methods for optimization
From MaRDI portal
Publication:2271797
DOI10.1007/s10287-008-0090-3zbMath1170.90518OpenAlexW2044265095MaRDI QIDQ2271797
Jacek Gondzio, Andreas Grothey
Publication date: 4 August 2009
Published in: Computational Management Science (Search for Journal in Brave)
Full work available at URL: https://www.pure.ed.ac.uk/ws/files/9131946/Exploiting_structure_in_parallel_implementation_of_interior_point_methods_for_optimization.pdf
Related Items
Solving security constrained optimal power flow problems by a structure exploiting interior point method, Exact optimal experimental designs with constraints, On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods, Interior Point Methods Can Exploit Structure of Convex Piecewise Linear Functions with Application in Radiation Therapy, An interior-point approach for primal block-angular problems, Parallel distributed-memory simplex for large-scale stochastic LP problems, Distributed algorithms for convex problems with linear coupling constraints, Recycling basic columns of the splitting preconditioner in interior point methods, Consensus-based Dantzig-Wolfe decomposition, A preconditioning technique for Schur complement systems arising in stochastic optimization, A Distributed Interior-Point KKT Solver for Multistage Stochastic Optimization, Optimization techniques for tree-structured nonlinear problems, A massively parallel interior-point solver for LPs with generalized arrowhead structure, and applications to energy system models, A structure-conveying modelling language for mathematical and stochastic programming, Decentralized optimization over tree graphs, The parallel solution of dense saddle-point linear systems arising in stochastic programming, Design and implementation of a modular interior-point solver for linear optimization, On electricity market equilibria with storage: modeling, uniqueness, and a distributed ADMM, Distributed primal–dual interior-point methods for solving tree-structured coupled convex problems using message-passing
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A warm-start approach for large-scale stochastic linear programs
- Solving nonlinear portfolio optimization problems with the primal-dual interior point method
- On the augmented system approach to sparse least-squares problems
- An implementation of a parallel primal-dual interior point method for block- structured linear programs
- High performance algorithms and software in nonlinear optimization. Conference, HPSNO 97, Ischia, Italy, June 1997
- Parallel interior-point solver for structured linear programs
- A Riccati-based primal interior point solver for multistage stochastic programming
- Decomposition algorithms for stochastic programming on a computational grid
- A structure-conveying modelling language for mathematical and stochastic programming
- Parallel interior-point solver for structured quadratic programs: Application to financial planning problems
- Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming
- The Evolution of the Minimum Degree Ordering Algorithm
- Interior-Point Methods for Massive Support Vector Machines
- Reoptimization With the Primal-Dual Interior Point Method
- Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization
- An Interior Point Method for Bordered Block-Diagonal Linear Programs
- Symmetric Quasidefinite Matrices
- Object-oriented software for quadratic programming
- Parallel Processing and Applied Mathematics
