Interior-point solver for convex separable block-angular problems
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Publication:2811483
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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Cites work
- scientific article; zbMATH DE number 961607 (Why is no real title available?)
- scientific article; zbMATH DE number 964349 (Why is no real title available?)
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Cited in
(11)- On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach
- An interior-point approach for primal block-angular problems
- Interior Point Methods Can Exploit Structure of Convex Piecewise Linear Functions with Application in Radiation Therapy
- Improving an interior-point approach for large block-angular problems by hybrid preconditioners
- On geometrical properties of preconditioners in IPMs for classes of block-angular problems
- A new interior-point approach for large separable convex quadratic two-stage stochastic problems
- A specialized interior-point algorithm for huge minimum convex cost flows in bipartite networks
- On three approaches to length-bounded maximum multicommodity flow with unit edge-lengths
- Design and implementation of a modular interior-point solver for linear optimization
- New interior-point approach for one- and two-class linear support vector machines using multiple variable splitting
- A cutting-plane approach for large-scale capacitated multi-period facility location using a specialized interior-point method
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