On Implementing Mehrotra’s Predictor–Corrector Interior-Point Method for Linear Programming

From MaRDI portal
Publication:4018837

DOI10.1137/0802022zbMath0771.90066OpenAlexW1981315194WikidataQ60140254 ScholiaQ60140254MaRDI QIDQ4018837

David F. Shanno, Irvin J. Lustig, Roy E. Marsten

Publication date: 16 January 1993

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0802022



Related Items

Conic convex programming and self-dual embedding, Full Nesterov-Todd step feasible interior-point algorithm for symmetric cone horizontal linear complementarity problem based on a positive-asymptotic barrier function, Superlinear convergence of infeasible-interior-point methods for linear programming, Computational experience with a globally convergent primal-dual predictor-corrector algorithm for linear programming, The convergence of an interior-point method using modified search directions in final iterations, A wide neighborhood infeasible-interior-point method with arc-search for linear programming, Recovering an optimal LP basis from an interior point solution, Scaling, shifting and weighting in interior-point methods, The practical behavior of the homogeneous self-dual formulations in interior point methods, On polynomiality of the Mehrotra-type predictor-corrector interior-point algorithms, Network planning under uncertainty with an application to hydropower generation, Infeasible interior-point methods for linear optimization based on large neighborhood, Efficient Preconditioners for Interior Point Methods via a New Schur Complement-Based Strategy, Asymptotic convergence in a generalized predictor-corrector method, A robust and efficient proposal for solving linear systems arising in interior-point methods for linear programming, On central-path proximity measures in interior-point methods, Using a hybrid preconditioner for solving large-scale linear systems arising from interior point methods, A QMR-based interior-point algorithm for solving linear programs, Experimental investigations in combining primal dual interior point method and simplex based LP solvers, An arc-search \({\mathcal {O}}(nL)\) infeasible-interior-point algorithm for linear programming, An investigation of interior-point and block pivoting algorithms for large-scale symmetric monotone linear complementarity problems, Projected orthogonal vectors in two-dimensional search interior point algorithms for linear programming, The implementation of linear programming algorithms based on homotopies, Presolving in linear programming, A Mehrotra-type predictor-corrector algorithm with polynomiality and \(Q\)-subquadratic convergence, A simplified homogeneous and self-dual linear programming algorithm and its implementation, Solving real-world linear ordering problems using a primal-dual interior point cutting plane method, On the formulation and theory of the Newton interior-point method for nonlinear programming, A superquadratic infeasible-interior-point method for linear complementarity problems, On solving stochastic production planning problems via scenario modelling, Gigaflops in linear programming, A predictor-corrector method for extended linear-quadratic programming, A polynomial arc-search interior-point algorithm for linear programming, A new proposal to improve the early iterations in the interior point method, A primal-dual algorithm for unfolding neutron energy spectrum from multiple activation foils, Primal-dual methods for linear programming, Complexity analysis of a full-{N}ewton step interior-point method for linear optimization, Solving a class of LP problems with a primal-dual logarithmic barrier method, An efficient arc-search interior-point algorithm for convex quadratic programming with box constraints, An interior-point implementation developed and tuned for radiation therapy treatment planning, Solving Mixed Sparse-Dense Linear Least-Squares Problems by Preconditioned Iterative Methods, Recycling basic columns of the splitting preconditioner in interior point methods, A polynomial time infeasible interior-point arc-search algorithm for convex optimization, Spectral methods for graph bisection problems., Interior point methods 25 years later, Predictor-corrector primal-dual interior point method for solving economic dispatch problems: a postoptimization analysis, A preconditioning technique for Schur complement systems arising in stochastic optimization, A long-step feasible predictor–corrector interior-point algorithm for symmetric cone optimization, On the iterative solution of KKT systems in potential reduction software for large-scale quadratic problems, A homogeneous model for monotone mixed horizontal linear complementarity problems, Combining a hybrid preconditioner and a optimal adjustment algorithm to accelerate the convergence of interior point methods, A brief description of ALPO, A massively parallel interior-point solver for LPs with generalized arrowhead structure, and applications to energy system models, Two computationally efficient polynomial-iteration infeasible interior-point algorithms for linear programming, Solving combinatorial optimization problems using Karmarkar's algorithm, Influence of matrix reordering on the performance of iterative methods for solving linear systems arising from interior point methods for linear programming, A specialized primal-dual interior point method for the plastic truss layout optimization, An implementation of a parallel primal-dual interior point method for block- structured linear programs, Using a Massively Parallel Processor to Solve Large Sparse Linear Programs by an Interior-Point Method, Interior-point methods for convex programming, Mehrotra-type predictor-corrector algorithms for sufficient linear complementarity problem, Convergence rate of primal dual reciprocal Barrier Newton interior-point methods, The analyticity of interior-point-paths at strictly complementary solutions of linear programs, On the global convergence of a modified augmented Lagrangian linesearch interior-point Newton method for nonlinear programming, A new class of preconditioners for large-scale linear systems from interior point methods for linear programming, Enhancing the behavior of interior-point methods via identification of variables, A new approach for finding a basis for the splitting preconditioner for linear systems from interior point methods, Splitting dense columns of constraint matrix in interior point methods for large scale linear programming11The results discussed in the paper have been obtained when the author was staying at LAMSADE, University of Paris Dauphine, Place du Marechal de Lattre de Tassigny, 75775 Paris Cedex 16, France$ef:22A preliminary version of the paper has been presented at the Applied Mathematical Programming and Modelling Symposium APMOD’91 in London, January 14-…, Efficient implementation and benchmark of interior point methods for the polynomial \(L_{1}\) fitting problem., Implementation of interior point methods for mixed semidefinite and second order cone optimization problems, A quadratically convergent scaling newton’s method for nonlinear programming problems, A Frisch-Newton algorithm for sparse quantile regression, Symmetric indefinite systems for interior point methods, Some disadvantages of a Mehrotra-type primal-dual corrector interior point algorithm for linear programming, An interior point method for quadratic programs based on conjugate projected gradients, Multiple centrality corrections in a primal-dual method for linear programming, On the construction of strong complementarity slackness solutions for DEA linear programming problems using a primal-dual interior-point method, An infeasible interior-point arc-search algorithm for nonlinear constrained optimization, Further development of multiple centrality correctors for interior point methods, Implementation of interior-point methods for LP based on Krylov subspace iterative solvers with inner-iteration preconditioning, The role of the augmented system in interior point methods, Polynomial convergence of Mehrotra-type predictor–corrector algorithm for the CartesianP(κ)-LCP over symmetric cones, Solving large-scale linear programs by interior-point methods under the MatlabEnvironment, A parallel interior point algorithm for linear programming on a network of transputers, 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, Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization, User'S guide To Lipsol linear-programming interior point solvers V0.4, LOQO:an interior point code for quadratic programming, Advances in design and implementation of optimization software, Degeneracy in interior point methods for linear programming: A survey, Splitting dense columns in sparse linear systems, Numerical comparisons of path-following strategies for a primal-dual interior-point method for nonlinear programming, Primal-dual interior point approach for computing \(l_ 1\)-solutions and \(l_ \infty\)-solutions of overdetermined linear systems, Solving symmetric indefinite systems in an interior-point method for linear programming, A new efficient primal dual simplex algorithm, On the convergence of a predictor-corrector variant algorithm


Uses Software