Regularization techniques in interior point methods

DOI10.1016/J.CAM.2011.07.012MaRDI QIDQ432801zbMATH OpenOpenAlexFDO

Authors Csaba Mészáros

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

regularizationinterior point methodsnumerical resultsconvex quadratic optimization problemssymmetric factorization

Mathematics Subject Classification ID

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

Recommendations

• On Numerical Issues of Interior Point Methods
• Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization
• A primal-dual regularized interior-point method for convex quadratic programs
• General-purpose preconditioning for regularized interior point methods
• Dynamic non-diagonal regularization in interior point methods for linear and convex quadratic programming

Cites work

• scientific article; zbMATH DE number 4164543 (Why is no real title available?)
• scientific article; zbMATH DE number 3546670 (Why is no real title available?)
• scientific article; zbMATH DE number 724214 (Why is no real title available?)
• scientific article; zbMATH DE number 1047679 (Why is no real title available?)
• A new polynomial-time algorithm for linear programming
• A primal-dual infeasible-interior-point algorithm for linear programming
• Advanced preprocessing techniques for linear and quadratic programming
• Computational experience with a primal-dual interior point method for linear programming
• Feature Article—Interior Point Methods for Linear Programming: Computational State of the Art
• Modified Cholesky Factorizations in Interior-Point Algorithms for Linear Programming
• On Numerical Issues of Interior Point Methods
• On free variables in interior point methods
• On the Implementation of a Primal-Dual Interior Point Method
• On the implementation of interior point methods for dual-core platforms
• Presolving in linear programming
• SOLVING LARGE SCALE LINEAR PROGRAMMING PROBLEMS USING AN INTERIOR POINT METHOD ON A MASSIVELY PARALLEL SIMD COMPUTER
• Sparsity in convex quadratic programming with interior point methods
• Stability of Augmented System Factorizations in Interior-Point Methods
• Symmetric Quasidefinite Matrices
• The BPMPD interior point solver for convex quadratic problems
• The Cholesky factorization in interior point methods
• The role of the augmented system in interior point methods
• Theoretical convergence of large-step primal-dual interior point algorithms for linear programming

Cited in

(13)

• A regularized interior-point method for constrained linear least squares
• Regularized optimization methods with finite-step interior algorithms
• Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization
• On Handling Free Variables in Interior-Point Methods for Conic Linear Optimization
• scientific article; zbMATH DE number 6853570 (Why is no real title available?)
• On Numerical Issues of Interior Point Methods
• The practical behavior of the homogeneous self-dual formulations in interior point methods
• Dynamic non-diagonal regularization in interior point methods for linear and convex quadratic programming
• Regularization techniques in joinpoint regression
• General-purpose preconditioning for regularized interior point methods
• Uniform boundedness of the inverse of a Jacobian matrix arising in regularized interior-point methods
• scientific article; zbMATH DE number 5161066 (Why is no real title available?)
• A primal-dual regularized interior-point method for convex quadratic programs

Describes a project that uses

Uses Software

• BPMPD

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