Interior-point solver for convex separable block-angular problems

DOI10.1080/10556788.2015.1050014zbMath1338.90455MaRDI QIDQ2811483

Jordi Castro

Publication date: 10 June 2016

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2015.1050014

zbMATH Keywords

large-scale optimization; interior-point methods; normal equations; preconditioned conjugate gradient; optimization software; structured problems

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C25: Convex programming

90C06: Large-scale problems in mathematical programming

90C20: Quadratic programming

90C05: Linear programming

90C51: Interior-point methods

65F10: Iterative numerical methods for linear systems

65Y05: Parallel numerical computation

65F08: Preconditioners for iterative methods

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Uses Software

• AMPL

Cites Work

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