On the Implementation of a Primal-Dual Interior Point Method
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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- 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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- 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
- Learning to steer nonlinear interior-point methods
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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
- A new proposal to improve the early iterations in the interior point method
- Interior/exterior-point methods with inertia correction strategy for solving optimal reactive power flow problems with discrete variables
- 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
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- 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.
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