On free variables in interior point methods

DOI10.1080/10556789808805689zbMath0904.90117OpenAlexW2003813851MaRDI QIDQ4391291

Csaba Meszaros

Publication date: 19 January 1999

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556789808805689

zbMATH Keywords

interior point methodsscaling matrixwater managementfree variable

Mathematics Subject Classification ID

Linear programming (90C05)

Related Items

The practical behavior of the homogeneous self-dual formulations in interior point methods, Detecting ``dense columns in interior point methods for linear programs, A selective strategy for shakedown analysis of engineering structures, Regularization techniques in interior point methods, Mixed integer programming: A historical perspective with Xpress-MP, A primal-dual regularized interior-point method for convex quadratic programs, Recent Progress in Interior-Point Methods: Cutting-Plane Algorithms and Warm Starts, The BPMPD interior point solver for convex quadratic problems, Benchmarking interior point Lp/Qp solvers, A primal–dual regularized interior-point method for semidefinite programming, The Cholesky factorization in interior point methods

Uses Software

• LOQO

Cites Work

• Finding an interior point in the optimal face of linear programs
• Solving symmetric indefinite systems in an interior-point method for linear programming
• Affine-scaling for linear programs with free variables
• Analysis of mathematical programming problems prior to applying the simplex algorithm
• Higher-Order Predictor-Corrector Interior Point Methods with Application to Quadratic Objectives