Regularization techniques in interior point methods
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The author studies the factorization of the augmented system arising in interior point methods and generalizes the regularization techniques developed and used in linear programming to the case when the scaling matrix is positive semidefinite, but not diagonal. Some preliminary numerical results for several non-separable convex quadratic optimization problems are provided to demonstrate the usability of the proposed regularization scheme.
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Cites work
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Cited in
(14)- A primal-dual regularized interior-point method for convex quadratic programs
- Uniform boundedness of the inverse of a Jacobian matrix arising in regularized interior-point methods
- Regularization techniques in joinpoint regression
- Dynamic non-diagonal regularization in interior point methods for linear and convex quadratic programming
- The practical behavior of the homogeneous self-dual formulations in interior point methods
- scientific article; zbMATH DE number 5161066 (Why is no real title available?)
- On Handling Free Variables in Interior-Point Methods for Conic Linear Optimization
- On Numerical Issues of Interior Point Methods
- On free variables in interior point methods
- Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization
- scientific article; zbMATH DE number 6853570 (Why is no real title available?)
- A regularized interior-point method for constrained linear least squares
- General-purpose preconditioning for regularized interior point methods
- Regularized optimization methods with finite-step interior algorithms
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