Further Development of a Primal-Dual Interior Point Method
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Publication:4025908
DOI10.1287/IJOC.2.4.304zbMATH Open0757.90051OpenAlexW2115974907MaRDI QIDQ4025908FDOQ4025908
Authors: Clyde l. Monma, David F. Shanno, In-Chan Choi 
Publication date: 18 February 1993
Published in: ORSA Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/ijoc.2.4.304
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Cited In (28)
- Solving symmetric indefinite systems in an interior-point method for linear programming
- Stable algorithm for updating denseLUfactorization after row or column exchange and row and column addition or deletion
- SOLVING SPARSE LEAST SQUARES PROBLEMS WITH PRECONDITIONED CGLS METHOD ON PARALLEL DISTRIBUTED MEMORY COMPUTERS
- Exploiting Special Structure in Primal Dual Interior Point Methods
- Feasibility issues in a primal-dual interior-point method for linear programming
- A globally convergent non-interior point algorithm with full Newton step for second-order cone programming
- Product-form Cholesky factorization in interior point methods for second-order cone programming
- Determination of optimal vertices from feasible solutions in unimodular linear programming
- On the construction of strong complementarity slackness solutions for DEA linear programming problems using a primal-dual interior-point method
- Improving a primal–dual simplex-type algorithm using interior point methods
- A diagonal quadratic approximation method for large scale linear programs
- A multilevel block incomplete Cholesky preconditioner for solving normal equations in linear least squares problems
- Primal-dual interior point approach for computing \(l_ 1\)-solutions and \(l_ \infty\)-solutions of overdetermined linear systems
- A primal-dual infeasible-interior-point algorithm for linear programming
- Exploiting special structure in a primal-dual path-following algorithm
- Interior dual proximal point algorithm for linear programs
- A brief description of ALPO
- Improvement of the Inside-Outside Duality Method
- Splitting dense columns in sparse linear systems
- An efficient linear programming solver for optimal filter synthesis
- Solving combinatorial optimization problems using Karmarkar's algorithm
- On finding a vertex solution using interior point methods
- Solving large-scale linear programs by interior-point methods under the Matlab∗Environment†
- Efficient solution of two-stage stochastic linear programs using interior point methods
- Optimizing over three-dimensional subspaces in an interior-point method for linear programming
- Title not available (Why is that?)
- Computational experience with a primal-dual interior point method for linear programming
- A variation on the interior point method for linear programming using the continued iteration
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