Performance enhancements for a generic conic interior point algorithm
DOI10.1007/s12532-022-00226-0zbMath1519.90166arXiv2107.04262OpenAlexW3181648109WikidataQ114220669 ScholiaQ114220669MaRDI QIDQ6102857
Juan Pablo Vielma, Chris Coey, L. Kapelevich
Publication date: 23 June 2023
Published in: Mathematical Programming Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2107.04262
interior point methodsconic optimizationhigher-order derivativeslogarithmically homogeneous self-concordant barrier functions
Convex programming (90C25) Interior-point methods (90C51) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
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