On the Implementation of a Primal-Dual Interior Point Method
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Publication:4015447
DOI10.1137/0802028zbMATH Open0773.90047DBLPjournals/siamjo/Mehrotra92OpenAlexW2086867325WikidataQ59411976 ScholiaQ59411976MaRDI QIDQ4015447FDOQ4015447
Authors: Sanjay Mehrotra 
Publication date: 13 January 1993
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0802028
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Linear programming (90C05) Large-scale problems in mathematical programming (90C06) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
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- A new predictor-corrector method for optimal power flow
- The double pivot simplex method
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- Scaling, shifting and weighting in interior-point methods
- Solving linear systems in interior-point methods
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- The implementation of linear programming algorithms based on homotopies
- Multiresolution parameter choice method for total variation regularized tomography
- Benchmarking interior point Lp/Qp solvers
- An interior point-proximal method of multipliers for convex quadratic programming
- New method for determining search directions for interior-point algorithms in linear optimization
- Note on implementing the new sphere method for LP using matrix inversions sparingly
- Adaptive large-neighborhood self-regular predictor-corrector interior-point methods for linear optimization
- Enlarging neighborhoods of interior-point algorithms for linear programming via least values of proximity measure functions
- A predictor-corrector method for extended linear-quadratic programming
- Dynamic non-diagonal regularization in interior point methods for linear and convex quadratic programming
- A logarithm barrier method for linear programming
- An interior-point method for nonlinear optimization problems with locatable and separable nonsmoothness
- A starting point strategy for nonlinear interior methods.
- Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
- Quasi-Newton approaches to interior point methods for quadratic problems
- Advances in the simulation of viscoplastic fluid flows using interior-point methods
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- Entropy Satisfying Schemes for Computing Selection Dynamics in Competitive Interactions
- On solving stochastic production planning problems via scenario modelling
- Warmstarting for interior point methods applied to the long-term power planning problem
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- Experiments with a hybrid interior point/combinatorial approach for network flow problems
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- Primal-dual algorithms for linear programming based on the logarithmic barrier method
- Superlinear convergence of infeasible-interior-point methods for linear programming
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- SICOpt: Solution approach for nonlinear integer stochastic programming problems
- User'S guide To Lipsol linear-programming interior point solvers V0.4
- Polynomial convergence of Mehrotra-type predictor-corrector algorithm for the Cartesian \(P_{\ast}(\kappa)\)-LCP over symmetric cones
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- Implementation of interior-point methods for LP based on Krylov subspace iterative solvers with inner-iteration preconditioning
- A predictor-corrector algorithm for linear optimization based on a modified Newton direction
- An \(\mathcal{O}\sqrt{n}L)\) predictor-corrector interior-point algorithm for semidefinite optimization based on a wide neighbourhood
- A primal-dual interior-point relaxation method with global and rapidly local convergence for nonlinear programs
- A new approach for solving nonlinear algebraic systems with complementarity conditions. Application to compositional multiphase equilibrium problems
- Switching preconditioners using a hybrid approach for linear systems arising from interior point methods for linear programming
- On the behavior of Lagrange multipliers in convex and nonconvex infeasible interior point methods
- A primal-dual predictor-corrector interior point method for non-smooth contact dynamics
- An adaptive infeasible-interior-point method with the one-norm wide neighborhood for semi-definite programming
- Application of a GPU-accelerated hybrid preconditioned conjugate gradient approach for large 3D problems in computational geomechanics
- Conflict Analysis for MINLP
- PAL-Hom method for QP and an application to LP
- Implementation of an interior point method with basis preconditioning
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- Interior-point methods for the phase-field approach to brittle and ductile fracture
- Steplength selection in interior-point methods for quadratic programming
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- A Distributed Interior-Point KKT Solver for Multistage Stochastic Optimization
- A New Second-Order Infeasible Primal-Dual Path-Following Algorithm for Symmetric Optimization
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- A finite termination Mehrotra-type predictor-corrector algorithm
- An efficient method for solving multi-objective signomial programming problems in real life
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- An interior-point algorithm for linear programming with optimal selection of centering parameter and step size
- An Infeasible Mizuno–Todd–Ye Type Algorithm for Convex Quadratic Programming with Polynomial Complexity
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- Solving \( L_1\)-CTA in 3D tables by an interior-point method for primal block-angular problems
- A Hamiltonian decomposition for fast interior-point solvers in model predictive control
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