On Handling Free Variables in Interior-Point Methods for Conic Linear Optimization
From MaRDI portal
Publication:3544263
DOI10.1137/06066847XzbMath1165.90682OpenAlexW1994210966MaRDI QIDQ3544263
Publication date: 5 December 2008
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/06066847x
regularizationsemidefinite programmingequality constraintsfree variablesinfeasible primal-dual path-following algorithm
Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Linear programming (90C05) Interior-point methods (90C51)
Related Items (6)
On handling cutting planes in interior-point methods for solving semi-definite relaxations of binary quadratic optimization problems ⋮ CBLIB 2014: a benchmark library for conic mixed-integer and continuous optimization ⋮ A primal-dual regularized interior-point method for convex quadratic programs ⋮ Recent Progress in Interior-Point Methods: Cutting-Plane Algorithms and Warm Starts ⋮ Design and implementation of a modular interior-point solver for linear optimization ⋮ A primal–dual regularized interior-point method for semidefinite programming
Uses Software
This page was built for publication: On Handling Free Variables in Interior-Point Methods for Conic Linear Optimization
