Dynamic non-diagonal regularization in interior point methods for linear and convex quadratic programming
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Publication:2420822
DOI10.1007/s10957-019-01491-1zbMath1420.90082arXiv1902.04834OpenAlexW3104106909WikidataQ128319000 ScholiaQ128319000MaRDI QIDQ2420822
Spyridon Pougkakiotis, Jacek Gondzio
Publication date: 7 June 2019
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1902.04834
Convex programming (90C25) Quadratic programming (90C20) Linear programming (90C05) Interior-point methods (90C51)
Related Items
Sparse Approximations with Interior Point Methods, Efficient Preconditioners for Interior Point Methods via a New Schur Complement-Based Strategy, Applying iterated mapping to the no-three-in-a-line problem, A New Stopping Criterion for Krylov Solvers Applied in Interior Point Methods, General-purpose preconditioning for regularized interior point methods, An interior point-proximal method of multipliers for convex quadratic programming, An interior point-proximal method of multipliers for linear positive semi-definite programming, Block preconditioners for linear systems in interior point methods for convex constrained optimization
Uses Software
Cites Work
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