Interior-point solver for convex separable block-angular problems
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Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Numerical mathematical programming methods (65K05) Parallel numerical computation (65Y05) Linear programming (90C05) Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20) Convex programming (90C25) Interior-point methods (90C51)
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Cites work
- A matrix-free preconditioner for sparse symmetric positive definite systems and least-squares problems
- A new class of preconditioners for large-scale linear systems from interior point methods for linear programming
- A second-order method for strongly convex \(\ell _1\)-regularization problems
- A Specialized Interior-Point Algorithm for Multicommodity Network Flows
- A structure-conveying modelling language for mathematical and stochastic programming
- An Implementation of the Dual Affine Scaling Algorithm for Minimum-Cost Flow on Bipartite Uncapacitated Networks
- An interior-point approach for primal block-angular problems
- Asymptotic analysis of the flow deviation method for the maximum concurrent flow problem
- Block Sparse Cholesky Algorithms on Advanced Uniprocessor Computers
- Constraint Preconditioning for Indefinite Linear Systems
- Convergence analysis of an inexact feasible interior point method for convex quadratic programming
- scientific article; zbMATH DE number 961607 (Why is no real title available?)
- scientific article; zbMATH DE number 964349 (Why is no real title available?)
- Improving an interior-point approach for large block-angular problems by hybrid preconditioners
- Interior Point Methods for Linear Optimization
- LAPACK Users' Guide
- Matrix-free interior point method
- Matrix-free interior point method for compressed sensing problems
- New Preconditioners for KKT Systems of Network Flow Problems
- On the Implementation of a Primal-Dual Interior Point Method
- Parallel interior-point solver for structured linear programs
- Potential function methods for approximately solving linear programming problems: theory and practice.
- Preconditioning indefinite systems in interior point methods for optimization
- Quadratic regularizations in an interior-point method for primal block-angular problems
- Recent advances in optimization techniques for statistical tabular data protection
- Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization
- Solving difficult multicommodity problems with a specialized interior-point algorithm
- Solving Real-World Linear Programs: A Decade and More of Progress
- Splittings of symmetric matrices and a question of Ortega
- The Lanczos and Conjugate Gradient Algorithms
- Using the primal-dual interior point algorithm within the branch-price-and-cut method
Cited in
(13)- A specialized interior-point algorithm for huge minimum convex cost flows in bipartite networks
- Design and implementation of a modular interior-point solver for linear optimization
- Improving an interior-point approach for large block-angular problems by hybrid preconditioners
- An interior-point approach for primal block-angular problems
- On three approaches to length-bounded maximum multicommodity flow with unit edge-lengths
- A new interior-point approach for large separable convex quadratic two-stage stochastic problems
- Interior Point Methods Can Exploit Structure of Convex Piecewise Linear Functions with Application in Radiation Therapy
- A cutting-plane approach for large-scale capacitated multi-period facility location using a specialized interior-point method
- On geometrical properties of preconditioners in IPMs for classes of block-angular problems
- On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach
- New interior-point approach for one- and two-class linear support vector machines using multiple variable splitting
- A massively parallel interior-point method for arrowhead linear programs with local linking structure
- An extension of an interior-point method to include risk aversion in large-scale multistage stochastic optimization
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