LOQO:an interior point code for quadratic programming
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Publication:4504789
DOI10.1080/10556789908805759zbMATH Open0973.90518OpenAlexW2069426496MaRDI QIDQ4504789FDOQ4504789
Authors: Robert J. Vanderbei 
Publication date: 9 December 2001
Published in: Optimization Methods \& Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556789908805759
Recommendations
Quadratic programming (90C20) Linear programming (90C05) Packaged methods for numerical algorithms (65Y15) Nonlinear programming (90C30)
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Cited In (90)
- Self-adaptive support vector machines: modelling and experiments
- A primal-dual interior-point algorithm for nonlinear least squares constrained problems
- Theory and applications of optimal control problems with multiple time-delays
- Primal-dual interior-point method for thermodynamic gas-particle partitioning
- Interior point methods 25 years later
- Computation of projection regression depth and its induced median
- Case studies in optimization: catenary problem
- A primal-dual interior-point algorithm for quadratic programming
- Convergence analysis of difference-of-convex algorithm with subanalytic data
- Mehrotra-type predictor-corrector algorithm revisited
- Solving the slate tile classification problem using a DAGSVM multiclassification algorithm based on SVM binary classifiers with a one-versus-all approach
- Model selection approaches for non-linear system identification: a review
- Time series prediction using support vector machines, the orthogonal and the regularized orthogonal least-squares algorithms
- Practical implementation of an interior point nonmonotone line search filter method
- A hybrid differential dynamic programming algorithm for constrained optimal control problems. I: Theory
- Shakedown analysis with multidimensional loading spaces
- A primal-dual interior-point algorithm for second-order cone optimization with full Nesterov-Todd step
- Interior point methods, a decade after Karmarkar—a survey, with application to the smallest eigenvalue problem
- DC programming and DCA: thirty years of developments
- Fast \(L_1^kC^k\) polynomial spline interpolation algorithm with shape-preserving properties
- Numerical lower bound shakedown analysis of engineering structures
- LOQO user's manual — version 3.10
- Benchmarking interior point Lp/Qp solvers
- A globally convergent regularized interior point method for constrained optimization
- Shape-preserving, multiscale interpolation by bi- and multivariate cubic \(L_{1}\) splines
- A compressed primal-dual method for generating bivariate cubic \(L_{1}\) splines
- Graph implementations for nonsmooth convex programs
- A polynomial arc-search interior-point algorithm for convex quadratic programming
- Accurate On-line Support Vector Regression
- Infeasible interior-point methods for linear optimization based on large neighborhood
- Difference of convex functions algorithms (DCA) for image restoration via a Markov random field model
- Strategic financial risk management and operations research
- Starting-point strategies for an infeasible potential reduction method
- Capturing incomplete information in resource allocation problems through numerical patterns
- A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm
- LOQO
- Rigid pricing and rationally inattentive consumer
- An exact primal-dual penalty method approach to warmstarting interior-point methods for linear programming
- A projected-gradient interior-point algorithm for complementarity problems
- Object-oriented software for quadratic programming
- Dynamic contact of a beam against rigid obstacles: convergence of a velocity-based approximation and numerical results
- Revisiting compressed sensing: exploiting the efficiency of simplex and sparsification methods
- Algorithms and Software for Convex Mixed Integer Nonlinear Programs
- An efficient method for nonlinearly constrained networks
- Feature extraction and dimensionality reduction algorithms and their applications in vowel recognition.
- Detecting and approximating fault lines from randomly scattered data
- SICOpt: Solution approach for nonlinear integer stochastic programming problems
- An interior-point implementation developed and tuned for radiation therapy treatment planning
- An interior point method for nonlinear optimization with a quasi-tangential subproblem
- A semiparametric graphical modelling approach for large-scale equity selection
- A combined SQP-IPM algorithm for solving large-scale nonlinear optimization problems
- A stable primal-dual approach for linear programming under nondegeneracy assumptions
- Sequential quadratic programming for large-scale nonlinear optimization
- Interior-point solver for large-scale quadratic programming problems with bound constraints
- An interior-point trust-funnel algorithm for nonlinear optimization
- Experimentally optimal \(\nu\) in support vector regression for different noise models and parameter settings
- Infeasible predictor-corrector interior-point method applied to image restoration in the presence of noise
- Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization
- Fast Fourier optimization
- A factorization with update procedures for a KKT matrix arising in direct optimal control
- An efficient support vector machine learning method with second-order cone programming for large-scale problems
- On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods
- A dual gradient-projection method for large-scale strictly convex quadratic problems
- Structured regularization for barrier NLP solvers
- A selective strategy for shakedown analysis of engineering structures
- A route generation algorithm for an optimal fuel routing problem between two single ports
- A predictor-corrector algorithm for linear optimization based on a modified Newton direction
- \(\mathcal{N}\)IPM-HLSP: an efficient interior-point method for hierarchical least-squares programs
- Complexity and convergence certification of a block principal pivoting method for box-constrained quadratic programs
- Quadratic programming with transaction costs
- A random active set method for strictly convex quadratic problem with simple bounds
- A Newton-based method for nonconvex optimization with fast evasion of saddle points
- An adaptively regularized sequential quadratic programming method for equality constrained optimization
- Steplength selection in interior-point methods for quadratic programming
- HyKKT: a hybrid direct-iterative method for solving KKT linear systems
- Quadratic maximization of reachable values of affine systems with diagonalizable matrix
- Globally convergent primal-dual active-set methods with inexact subproblem solves
- Learning chordal extensions
- A finite termination Mehrotra-type predictor-corrector algorithm
- VLSI Placement Using Quadratic Programming and Network Partitioning Techniques
- Optimizing Teardrop, an MRI sampling trajectory
- The adaptation of interior point method for solving the quadratic programming problems arising in the assembly of deformable structures
- Linear systems arising in interior methods for convex optimization: a symmetric formulation with bounded condition number
- A predictor-corrector affine scaling method to train optimized extreme learning machine
- Interior Point Methods Can Exploit Structure of Convex Piecewise Linear Functions with Application in Radiation Therapy
- A parallel decomposition algorithm for training multiclass kernel-based vector machines
- Title not available (Why is that?)
- Fast and Exact Leave-One-Out Analysis of Large-Margin Classifiers
- Comment: Ridge Regression—Still Inspiring After 50 Years
- Frequentist model averaging in structural equation modelling
Uses Software
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