Reoptimization With the Primal-Dual Interior Point Method

DOI10.1137/S1052623401393141zbMATH Open1101.90401MaRDI QIDQ4441925FDOQ4441925

Andreas Grothey, Jacek Gondzio

Publication date: 19 January 2004

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

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zbMATH Keywords

interior point methodscrash startwarm-start

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Interior-point methods (90C51)

Cited In (23)

• On handling cutting planes in interior-point methods for solving semi-definite relaxations of binary quadratic optimization problems
• Time-Varying Semidefinite Programming: Path Following a Burer–Monteiro Factorization
• An augmented Lagrangian filter method
• Parallel interior-point solver for structured quadratic programs: Application to financial planning problems
• Using the primal-dual interior point algorithm within the branch-price-and-cut method
• A new warmstarting strategy for the primal-dual column generation method
• Clustering-based preconditioning for stochastic programs
• A warm-start approach for large-scale stochastic linear programs
• Accurate On-line Support Vector Regression
• Warmstarting the homogeneous and self-dual interior point method for linear and conic quadratic problems
• Advances in the simulation of viscoplastic fluid flows using interior-point methods
• Warmstarting for interior point methods applied to the long-term power planning problem
• Solving nonlinear portfolio optimization problems with the primal-dual interior point method
• A decomposition-based crash-start for stochastic programming
• A Newton's method for perturbed second-order cone programs
• An exact primal-dual penalty method approach to warmstarting interior-point methods for linear programming
• Multiplicative update rules for incremental training of multiclass support vector machines
• Mixed integer nonlinear programming using interior-point methods
• Implementation of warm-start strategies in interior-point methods for linear programming in fixed dimension
• Solving two-stage stochastic programming problems with level decomposition
• Exploiting structure in parallel implementation of interior point methods for optimization
• Recent Progress in Interior-Point Methods: Cutting-Plane Algorithms and Warm Starts
• Efficient Computation and Model Selection for the Support Vector Regression

Uses Software

• Mosek
• OOPS

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