Regularization techniques in interior point methods
DOI10.1016/J.CAM.2011.07.012zbMATH Open1250.65079OpenAlexW2054631952MaRDI QIDQ432801FDOQ432801
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
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
regularizationinterior point methodsnumerical resultsconvex quadratic optimization problemssymmetric factorization
Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Convex programming (90C25) Interior-point methods (90C51)
Cites Work
- On the Implementation of a Primal-Dual Interior Point Method
- Symmetric Quasidefinite Matrices
- A new polynomial-time algorithm for linear programming
- Title not available (Why is that?)
- Stability of Augmented System Factorizations in Interior-Point Methods
- A primal-dual infeasible-interior-point algorithm for linear programming
- Advanced preprocessing techniques for linear and quadratic programming
- On the implementation of interior point methods for dual-core platforms
- On Numerical Issues of Interior Point Methods
- Feature Article—Interior Point Methods for Linear Programming: Computational State of the Art
- Title not available (Why is that?)
- 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
- The Cholesky factorization in interior point methods
- Presolving in linear programming
- Computational experience with a primal-dual interior point method for linear programming
- Sparsity in convex quadratic programming with 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
- Title not available (Why is that?)
- Title not available (Why is that?)
- SOLVING LARGE SCALE LINEAR PROGRAMMING PROBLEMS USING AN INTERIOR POINT METHOD ON A MASSIVELY PARALLEL SIMD COMPUTER
Cited In (13)
- On Handling Free Variables in Interior-Point Methods for Conic Linear Optimization
- On Numerical Issues of Interior Point Methods
- Title not available (Why is that?)
- Title not available (Why is that?)
- 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
- Uniform boundedness of the inverse of a Jacobian matrix arising in regularized interior-point methods
- A regularized interior-point method for constrained linear least squares
- Regularized optimization methods with finite-step interior algorithms
- A primal-dual regularized interior-point method for convex quadratic programs
- Regularization techniques in joinpoint regression
- General-purpose preconditioning for regularized interior point methods
- Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization
Uses Software
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