A warm-start approach for large-scale stochastic linear programs
From MaRDI portal
Publication:535016
DOI10.1007/S10107-009-0290-9zbMATH Open1216.90063OpenAlexW2129258807WikidataQ64457963 ScholiaQ64457963MaRDI QIDQ535016FDOQ535016
Authors: Marco Colombo, Jacek Gondzio, Andreas Grothey 
Publication date: 11 May 2011
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://www.pure.ed.ac.uk/ws/files/9131436/A_warm_start_approach_for_large_scale_stochastic_linear_programs.pdf
Recommendations
- A decomposition-based crash-start for stochastic programming
- On warm starts for interior methods
- Warm-start strategies in interior-point methods for linear programming
- Warmstarting the homogeneous and self-dual interior point method for linear and conic quadratic problems
- A New Unblocking Technique to Warmstart Interior Point Methods Based on Sensitivity Analysis
Large-scale problems in mathematical programming (90C06) Interior-point methods (90C51) Stochastic programming (90C15)
Cites Work
- Parallel interior-point solver for structured linear programs
- On the Implementation of a Primal-Dual Interior Point Method
- Title not available (Why is that?)
- Scenario reduction in stochastic programming
- Decomposition algorithms for stochastic programming on a computational grid
- Warm start of the primal-dual method applied in the cutting-plane scheme
- Warm start and \(\varepsilon\)-subgradients in a cutting plane scheme for block-angular linear programs
- An exact primal-dual penalty method approach to warmstarting interior-point methods for linear programming
- Warm-start strategies in interior-point methods for linear programming
- A New Unblocking Technique to Warmstart Interior Point Methods Based on Sensitivity Analysis
- Introduction to Stochastic Programming
- Further development of multiple centrality correctors for interior point methods
- A heuristic for moment-matching scenario generation
- Reoptimization With the Primal-Dual Interior Point Method
- A New Scenario Decomposition Method for Large-Scale Stochastic Optimization
- Scenario tree generation for multiperiod financial optimization of optimal discretization
- Multiple centrality corrections in a primal-dual method for linear programming
- Solving Real-World Linear Programs: A Decade and More of Progress
- Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
- Implementation of warm-start strategies in interior-point methods for linear programming in fixed dimension
- Solving combinatorial optimization problems using Karmarkar's algorithm
- Solving nonlinear portfolio optimization problems with the primal-dual interior point method
- A weighted least squares study of robustness in interior point linear programming
- Robust capacity assignment in telecommunications
Cited In (15)
- Time-Varying Semidefinite Programming: Path Following a Burer–Monteiro Factorization
- A massively parallel interior-point solver for LPs with generalized arrowhead structure, and applications to energy system models
- A new warmstarting strategy for the primal-dual column generation method
- Clustering-based preconditioning for stochastic programs
- Modeling and solving the endpoint cutting problem
- Warmstarting the homogeneous and self-dual interior point method for linear and conic quadratic problems
- Warmstarting for interior point methods applied to the long-term power planning problem
- A decomposition-based crash-start for stochastic programming
- A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition
- An effective heuristic for multistage linear programming with a stochastic right-hand side
- Warm-start strategies in interior-point methods for linear programming
- Warm-starting lower bound set computations for branch-and-bound algorithms for multi objective integer linear programs
- Implementation of warm-start strategies in interior-point methods for linear programming in fixed dimension
- Exploiting structure in parallel implementation of interior point methods for optimization
- A cutting-plane approach for large-scale capacitated multi-period facility location using a specialized interior-point method
Uses Software
This page was built for publication: A warm-start approach for large-scale stochastic linear programs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q535016)
