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)
Cited In (only showing first 100 items - show all)
- Interior-point methods
- Using a hybrid preconditioner for solving large-scale linear systems arising from interior point methods
- Combining Lagrangian decomposition and excessive gap smoothing technique for solving large-scale separable convex optimization problems
- Active-set prediction for interior point methods using controlled perturbations
- Interior point methods 25 years later
- A primal-dual interior-point algorithm for quadratic programming
- Using the primal-dual interior point algorithm within the branch-price-and-cut method
- A high-precision single shooting method for solving hypersensitive optimal control problems
- A polynomial projection algorithm for linear feasibility problems
- An \(O(\sqrt{n}L)\) iteration Mehrotra-type predictor-corrector algorithm for monotone linear complementarity problem
- The BPMPD interior point solver for convex quadratic problems
- A Comparison of Block Pivoting and Interior-Point Algorithms for Linear Least Squares Problems with Nonnegative Variables
- Improved complexity using higher-order correctors for primal-dual Dikin affine scaling
- Identifying a set of key members in social networks using SDP-based stochastic search and integer programming algorithms
- Clustering-based preconditioning for stochastic programs
- A multigrid method for constrained optimal control problems
- Warm start of the primal-dual method applied in the cutting-plane scheme
- A study of search directions in primal-dual interior-point methods for semidefinite programming
- An \(O(\sqrt nL)\) iteration primal-dual second-order corrector algorithm for linear programming
- A preconditioning technique for Schur complement systems arising in stochastic optimization
- A wide neighborhood infeasible-interior-point method with arc-search for linear programming
- A warm-start approach for large-scale stochastic linear programs
- Polynomial time second order mehrotra-type predictor--corrector algorithms
- A polynomial arc-search interior-point algorithm for convex quadratic programming
- Some disadvantages of a Mehrotra-type primal-dual corrector interior point algorithm for linear programming
- Further development of multiple centrality correctors for interior point methods
- A Mizuno-Todd-Ye predictor-corrector infeasible-interior-point method for linear programming over symmetric cones
- Infeasible interior-point methods for linear optimization based on large neighborhood
- Solving quadratic semi-infinite programming problems by using relaxed cutting-plane scheme
- Implementation of interior point methods for mixed semidefinite and second order cone optimization problems
- On the implementation and usage of SDPT3 -- a Matlab software package for semidefinite-quadratic-linear programming, version 4.0
- Adaptive constraint reduction for convex quadratic programming
- Regularization techniques in interior point methods
- A simplified homogeneous and self-dual linear programming algorithm and its implementation
- LOQO:an interior point code for quadratic programming
- PCx: an interior-point code for linear programming
- SDPT3 — A Matlab software package for semidefinite programming, Version 1.3
- Sdpha: a Matlab implementation of homogeneous interior-point algorithms for semidefinite programming
- Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
- A full-Newton step infeasible interior-point algorithm based on a kernel function with a new barrier term
- Polynomial convergence of Mehrotra-type prediction-corrector infeasible-IPM for symmetric optimization based on the commutative class directions
- Predictor-corrector interior-point algorithm for \(P_*(\kappa)\)-linear complementarity problems based on a new type of algebraic equivalent transformation technique
- Warmstarting the homogeneous and self-dual interior point method for linear and conic quadratic problems
- Improving a primal–dual simplex-type algorithm using interior point methods
- Polynomial complexity of an interior point algorithm with a second order corrector step for symmetric cone programming
- A 99 line code for discretized Michell truss optimization written in Mathematica
- A second-order mehrotra-type predictor-corrector algorithm with a new wide neighbourhood for semi-definite programming
- An easy way to teach interior-point methods.
- Primal-dual nonlinear rescaling method for convex optimization
- Interior Point Methods for Nonlinear Optimization
- Crash start of interior point methods
- A primal-dual regularized interior-point method for convex quadratic programs
- Revisiting several problems and algorithms in continuous location with \(\ell _\tau \) norms
- On polynomiality of the Mehrotra-type predictor-corrector interior-point algorithms
- An empirical evaluation of walk-and-round heuristics for mixed integer linear programs
- Computational experience with a modified potential reduction algorithm for linear programming
- CVXGEN: a code generator for embedded convex optimization
- A primal-dual infeasible-interior-point algorithm for linear programming
- A constraint-reduced variant of Mehrotra's predictor-corrector algorithm
- OSQP: an operator splitting solver for quadratic programs
- An ADMM-based interior-point method for large-scale linear programming
- Towards an efficient augmented Lagrangian method for convex quadratic programming
- A parallel quadratic programming method for dynamic optimization problems
- Application of interior-point methods to model predictive control
- Block coordinate proximal gradient methods with variable Bregman functions for nonsmooth separable optimization
- Interior-point algorithm for linear optimization based on a new trigonometric kernel function
- A numerical framework for diffusion-controlled bimolecular-reactive systems to enforce maximum principles and the non-negative constraint
- Multiple centrality corrections in a primal-dual method for linear programming
- A generalized homogeneous and self-dual algorithm for linear programming
- Polynomial convergence of second-order mehrotra-type predictor-corrector algorithms over symmetric cones
- Implementation of warm-start strategies in interior-point methods for linear programming in fixed dimension
- A Mehrotra-type predictor-corrector infeasible-interior-point method with a new one-norm neighborhood for symmetric optimization
- HOPDM (version 2. 12) -- a fast LP solver based on a primal-dual interior point method
- On parallelizing dual decomposition in stochastic integer programming
- A new class of preconditioners for large-scale linear systems from interior point methods for linear programming
- IPM based sparse LP solver on a heterogeneous processor
- Algorithmic innovations and software for the dual decomposition method applied to stochastic mixed-integer programs
- A note on the dual treatment of higher-order regularization functionals
- Solving large-scale linear programs by interior-point methods under the Matlab∗Environment†
- A linear optimal transportation framework for quantifying and visualizing variations in sets of images
- Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization
- Interior-point methods for linear programming: a review
- A variance-expected compliance model for structural optimization
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
- An efficient support vector machine learning method with second-order cone programming for large-scale problems
- 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
- Title not available (Why is that?)
- Modified controlled Cholesky factorization for preconditioning linear systems from the interior-point method
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