Interior-point solver for convex separable block-angular problems
DOI10.1080/10556788.2015.1050014zbMATH Open1338.90455OpenAlexW2181983165MaRDI QIDQ2811483FDOQ2811483
Authors: Jordi Castro
Publication date: 10 June 2016
Published in: Optimization Methods \& Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2015.1050014
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- On geometrical properties of preconditioners in IPMs for classes of block-angular problems
- An Interior Point Method for Block Angular Optimization
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normal equationsinterior-point methodslarge-scale optimizationpreconditioned conjugate gradientoptimization softwarestructured problems
Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Convex programming (90C25) Parallel numerical computation (65Y05) Linear programming (90C05) Large-scale problems in mathematical programming (90C06) Interior-point methods (90C51) Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10)
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Cited In (10)
- On Geometrical Properties of Preconditioners in IPMs for Classes of Block-Angular Problems
- New interior-point approach for one- and two-class linear support vector machines using multiple variable splitting
- A specialized interior-point algorithm for huge minimum convex cost flows in bipartite networks
- A new interior-point approach for large separable convex quadratic two-stage stochastic problems
- On three approaches to length-bounded maximum multicommodity flow with unit edge-lengths
- Interior Point Methods Can Exploit Structure of Convex Piecewise Linear Functions with Application in Radiation Therapy
- Design and implementation of a modular interior-point solver for linear optimization
- On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach
- An interior-point approach for primal block-angular problems
- A cutting-plane approach for large-scale capacitated multi-period facility location using a specialized interior-point method
Uses Software
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