On Numerical Issues of Interior Point Methods

DOI10.1137/050633354MaRDI QIDQ3609022zbMATH OpenOpenAlexFDO

Authors Csaba Mészáros

Publication date 6 March 2009

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/050633354

zbMATH Keywords

indefinite Cholesky factorizationinterior point methodsregularization

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Ill-posedness and regularization problems in numerical linear algebra (65F22) Interior-point methods (90C51)

Recommendations

• Regularization techniques in interior point methods
• The Cholesky factorization in interior point methods
• Stability of Augmented System Factorizations in Interior-Point Methods
• On free variables in interior point methods
• Stabilization of interior-point methods for linear programming

Cited in

(12)

• Optimized packing multidimensional hyperspheres: a unified approach
• Effects of finite-precision arithmetic on interior-point methods for nonlinear programming
• The practical behavior of the homogeneous self-dual formulations in interior point methods
• Solving quadratically constrained convex optimization problems with an interior-point method
• Stability of Augmented System Factorizations in Interior-Point Methods
• Regularization techniques in interior point methods
• On free variables in interior point methods
• scientific article; zbMATH DE number 1506371 (Why is no real title available?)
• scientific article; zbMATH DE number 1746424 (Why is no real title available?)
• Packing equal circles into a circle with circular prohibited areas
• Packing congruent spheres into a multi‐connected polyhedral domain
• Recycling basic columns of the splitting preconditioner in interior point methods

Describes a project that uses

Uses Software

• BPMPD
• NETLIB LP Test Set

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