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 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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- Modified controlled Cholesky factorization for preconditioning linear systems from the interior-point method
- Interior-point methods for the phase-field approach to brittle and ductile fracture
- Steplength selection in interior-point methods for quadratic programming
- Solving inverse Pareto eigenvalue problems
- A Distributed Interior-Point KKT Solver for Multistage Stochastic Optimization
- A New Second-Order Infeasible Primal-Dual Path-Following Algorithm for Symmetric Optimization
- Interior point methods for solving Pareto eigenvalue complementarity problems
- Primal-dual path-following methods and the trust-region updating strategy for linear programming with noisy data
- Sensitivity of computer support game algorithms of safe ship control
- A primal-dual interior-point algorithm for nonsymmetric exponential-cone optimization
- Multi-target identity management for unknown and time-varying number of targets in clutter
- Correlation clustering with constrained cluster sizes and extended weights bounds
- Infeasible constraint-reduced interior-point methods for linear optimization
- Local analysis of the feasible primal-dual interior-point method
- A corrector-predictor interior-point method with new search direction for linear optimization
- An arc-search infeasible interior-point method for semidefinite optimization with the negative infinity neighborhood
- On the convergence of a predictor-corrector variant algorithm
- Feasible corrector-predictor interior-point algorithm for \(P_* (\kappa)\)-linear complementarity problems based on a new search direction
- 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 Infeasible Mizuno–Todd–Ye Type Algorithm for Convex Quadratic Programming with Polynomial Complexity
- A new proposal to improve the early iterations in the interior point method
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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
- Advanced algorithms for penalized quantile and composite quantile regression
- A least squares-type density estimator using a polynomial function
- A predictor-corrector affine scaling method to train optimized extreme learning machine
- A second-order corrector wide neighborhood infeasible interior-point method for linear optimization based on a specific kernel function
- COSMO: a conic operator splitting method for convex conic problems
- A long-step feasible predictor–corrector interior-point algorithm for symmetric cone optimization
- An infeasible-start framework for convex quadratic optimization, with application to constraint-reduced interior-point and other methods
- Data fitting with geometric-programming-compatible softmax functions
- A corrector-predictor arc search interior-point algorithm for symmetric optimization
- Structure-exploiting interior point methods
- A hybrid method of chaotic particle swarm optimization and linear interior for reactive power optimisation
- Stabilization of Mehrotra's primal-dual algorithm and its implementation
- A generalized multigrid method for solving contact problems in Lagrange multiplier based unfitted finite element method
- A dynamic large-update primal‐dual interior-point method for linear optimization
- Solving symmetric indefinite systems in an interior-point method for linear programming
- Sparsity preserving preconditioners for linear systems in interior-point methods
- A self-adjusting primal–dual interior point method for linear programs
- Fast convergence of the simplified largest step path following algorithm
- Free material optimization via mathematical programming
- The largest step path following algorithm for monotone linear complementarity problems
- A note on the use of vector barrier parameters for interior-point methods
- Object library of algorithms for dynamic optimization problems: benchmarking SQP and nonlinear interior point methods
- Mehrotra-type predictor-corrector algorithm revisited
- An arc-search \({\mathcal {O}}(nL)\) infeasible-interior-point algorithm for linear programming
- Extending Mehrotra and Gondzio higher order methods to mixed semidefinite-quadratic-linear programming
- SOLVING LARGE SCALE LINEAR PROGRAMMING PROBLEMS USING AN INTERIOR POINT METHOD ON A MASSIVELY PARALLEL SIMD COMPUTER
- The \(Q\) method for second order cone programming
- Approximation in normed linear spaces
- Primal-dual nonlinear rescaling method with dynamic scaling parameter update
- From global to local convergence of interior methods for nonlinear optimization
- Presolving in linear programming
- An adaptive self-regular proximity-based large-update IPM for LO
- A new second-order corrector interior-point algorithm for semidefinite programming
- Semi-definite programming for topology optimization of trusses under multiple eigenvalue constraints
- A robust and efficient proposal for solving linear systems arising in interior-point methods for linear programming
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- Interior point methods, a decade after Karmarkar—a survey, with application to the smallest eigenvalue problem
- Trajectory-following methods for large-scale degenerate convex quadratic programming
- Addressing rank degeneracy in constraint-reduced interior-point methods for linear optimization
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- Postponing the choice of the barrier parameter in Mehrotra-type predictor-corrector algorithms
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- Basic lemmas in polynomial-time infeasible-interior-point methods for linear programs
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- Full Nesterov-Todd step feasible interior-point algorithm for symmetric cone horizontal linear complementarity problem based on a positive-asymptotic barrier function
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