Regularization techniques in interior point methods

DOI10.1016/j.cam.2011.07.012zbMath1250.65079OpenAlexW2054631952MaRDI QIDQ432801

Csaba Meszaros

Publication date: 4 July 2012

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2011.07.012

zbMATH Keywords

numerical resultsregularizationinterior point methodsconvex quadratic optimization problemssymmetric factorization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Quadratic programming (90C20) Interior-point methods (90C51)

Related Items (1)

The practical behavior of the homogeneous self-dual formulations in interior point methods

Uses Software

• BPMPD

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A new polynomial-time algorithm for linear programming
• Computational experience with a primal-dual interior point method for linear programming
• The Cholesky factorization in interior point methods
• The role of the augmented system in interior point methods
• A primal-dual infeasible-interior-point algorithm for linear programming
• Advanced preprocessing techniques for linear and quadratic programming
• Presolving in linear programming
• Theoretical convergence of large-step primal-dual interior point algorithms for linear programming
• Stability of Augmented System Factorizations in Interior-Point Methods
• Sparsity in convex quadratic programming with interior point methods
• On the implementation of interior point methods for dual-core platforms
• On Numerical Issues of Interior Point Methods
• On the Implementation of a Primal-Dual Interior Point Method
• Feature Article—Interior Point Methods for Linear Programming: Computational State of the Art
• On free variables in interior point methods
• The BPMPD interior point solver for convex quadratic problems
• Modified Cholesky Factorizations in Interior-Point Algorithms for Linear Programming
• Symmetric Quasidefinite Matrices
• SOLVING LARGE SCALE LINEAR PROGRAMMING PROBLEMS USING AN INTERIOR POINT METHOD ON A MASSIVELY PARALLEL SIMD COMPUTER

This page was built for publication: Regularization techniques in interior point methods