Matrix-free interior point method
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Publication:429480
DOI10.1007/S10589-010-9361-3zbMATH Open1241.90179OpenAlexW2041563548MaRDI QIDQ429480FDOQ429480
Authors: Jacek Gondzio 
Publication date: 19 June 2012
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: http://www.maths.ed.ac.uk/~gondzio/REF/gondzioMatrixFree.pdf
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linear programmingquadratic programminginterior point methodsiterative methodsmatrix-freeimplicit preconditioner
Cites Work
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- Inexact Newton Methods
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- Further development of multiple centrality correctors for interior point methods
- Preconditioners for Indefinite Systems Arising in Optimization
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Cited In (41)
- Implementation of interior-point methods for LP based on Krylov subspace iterative solvers with inner-iteration preconditioning
- A matrix-free smoothing algorithm for large-scale support vector machines
- Matrix-free \(W\)-methods using a multiple Arnoldi iteration
- A matrix-free approach to build band preconditioners for large-scale bound-constrained optimization
- Interior point methods 25 years later
- On the behavior of Lagrange multipliers in convex and nonconvex infeasible interior point methods
- Matrix-free preconditioning using partial matrix estimation
- A New Stopping Criterion for Krylov Solvers Applied in Interior Point Methods
- Fast convergence of an inexact interior point method for horizontal complementarity problems
- Koopman operator method for solution of generalized aggregate data inverse problems
- Recycling basic columns of the splitting preconditioner in interior point methods
- Proximal stabilized interior point methods and \textit{low-frequency-update} preconditioning techniques
- An adaptively regularized sequential quadratic programming method for equality constrained optimization
- Finding special points using matrix-free predictor-corrector methods
- Parallel cyclic reduction strategies for linear systems that arise in dynamic optimization problems
- Solving large-scale optimization problems related to Bell's theorem
- Quasi-Newton approaches to interior point methods for quadratic problems
- Matrix-free interior point method for compressed sensing problems
- Effective matrix-free preconditioning for the augmented immersed interface method
- Spectral estimates for unreduced symmetric KKT systems arising from Interior Point methods
- Crash start of interior point methods
- Interior-point solver for convex separable block-angular problems
- Performance of first- and second-order methods for \(\ell_1\)-regularized least squares problems
- Aggregation with dependencies: capacities and fuzzy integrals
- Matrix-Free Convex Optimization Modeling
- On the update of constraint preconditioners for regularized KKT systems
- A constraint-reduced variant of Mehrotra's predictor-corrector algorithm
- An ADMM-based interior-point method for large-scale linear programming
- A novel class of approximate inverse preconditioners for large positive definite linear systems in optimization
- Non-interior-point smoothing Newton method for CP revisited and its application to support vector machines
- Efficient Preconditioners for Interior Point Methods via a New Schur Complement-Based Strategy
- Conic optimization via operator splitting and homogeneous self-dual embedding
- A new proposal to improve the early iterations in the interior point method
- A Hamiltonian decomposition for fast interior-point solvers in model predictive control
- An interior-point implementation developed and tuned for radiation therapy treatment planning
- An inexact dual logarithmic barrier method for solving sparse semidefinite programs
- On partial Cholesky factorization and a variant of quasi-Newton preconditioners for symmetric positive definite matrices
- Convergence of a stabilized SQP method for equality constrained optimization
- An inexact interior point method for the large-scale simulation of granular material
- GMRES-Accelerated ADMM for Quadratic Objectives
- IPRQP: a primal-dual interior-point relaxation algorithm for convex quadratic programming
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