Identifying superfluous constraints within an interior-point algorithm for convex quadratic programming
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Cites work
- A ``build-down scheme for linear programming
- A numerically stable dual method for solving strictly convex quadratic programs
- An O(n^ 3L) primal interior point algorithm for convex quadratic programming
- An Algorithm for Convex Quadratic Programming That Requires O(n3.5L) Arithmetic Operations
- GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization
- HOPDM (version 2. 12) -- a fast LP solver based on a primal-dual interior point method
- scientific article; zbMATH DE number 1243473 (Why is no real title available?)
- Identifying non-active restrictions in convex quadratic programming
- Identifying Redundant Constraints and Implicit Equalities in Systems of Linear Constraints
- Interior path following primal-dual algorithms. II: Convex quadratic programming
- Multiple centrality corrections in a primal-dual method for linear programming
- Object-oriented software for quadratic programming
- On Khachian's algorithm and minimal ellipsoids
- On the Implementation of a Primal-Dual Interior Point Method
- Parallel interior-point solver for structured linear programs
- Redundancies in positive-semidefinite quadratic programming
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