On Numerical Issues of Interior Point Methods

DOI10.1137/050633354zbMATH Open1156.90459OpenAlexW1964025755MaRDI QIDQ3609022FDOQ3609022

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

Recommendations

• Regularization techniques in interior point methods
• The Cholesky factorization in interior point methods
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• On free variables in interior point methods
• Stabilization of interior-point methods for linear programming

zbMATH Keywords

regularizationinterior point methodsindefinite Cholesky factorization

Mathematics Subject Classification ID

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

Cited In (10)

• Title not available (Why is that?)
• Optimized packing multidimensional hyperspheres: a unified approach
• Recycling basic columns of the splitting preconditioner in interior point methods
• Title not available (Why is that?)
• Packing equal circles into a circle with circular prohibited areas
• The practical behavior of the homogeneous self-dual formulations in interior point methods
• Effects of finite-precision arithmetic on interior-point methods for nonlinear programming
• Regularization techniques in interior point methods
• Packing congruent spheres into a multi‐connected polyhedral domain
• Solving quadratically constrained convex optimization problems with an interior-point method

Uses Software

• BPMPD
• NETLIB LP Test Set

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