Quadratic regularizations in an interior-point method for primal block-angular problems
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Publication:652285
DOI10.1007/S10107-010-0341-2zbMATH Open1229.90086OpenAlexW1993695198MaRDI QIDQ652285FDOQ652285
Publication date: 14 December 2011
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2117/14412
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- Existence, uniqueness, and convergence of the regularized primal-dual central path
interior-point methodspreconditioned conjugate gradientregularizationslarge-scale computational optimizationmulticommodity network flowsprimal block-angular problems
Large-scale problems in mathematical programming (90C06) Interior-point methods (90C51) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)
Cites Work
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Cited In (23)
- On Geometrical Properties of Preconditioners in IPMs for Classes of Block-Angular Problems
- Block preconditioners for linear systems in interior point methods for convex constrained optimization
- An infeasible interior-point algorithm for stochastic second-order cone optimization
- Interior point methods 25 years later
- Inexact coordinate descent: complexity and preconditioning
- Existence, uniqueness, and convergence of the regularized primal-dual central path
- Perspective Reformulations of the CTA Problem with L2 Distances
- Improving an interior-point approach for large block-angular problems by hybrid preconditioners
- New interior-point approach for one- and two-class linear support vector machines using multiple variable splitting
- A comparison of reduced and unreduced KKT systems arising from interior point methods
- A specialized interior-point algorithm for huge minimum convex cost flows in bipartite networks
- Local convergence analysis of a primal-dual method for bound-constrained optimization without SOSC
- Matrix-free interior point method
- Mathematical programming approaches for classes of random network problems
- Interior-point solver for convex separable block-angular problems
- Recent advances in optimization techniques for statistical tabular data protection
- Improving an interior-point algorithm for multicommodity flows by quadratic regularizations
- A new interior-point approach for large separable convex quadratic two-stage stochastic problems
- Solving \( L_1\)-CTA in 3D tables by an interior-point method for primal block-angular problems
- A constraint-reduced MPC algorithm for convex quadratic programming, with a modified active set identification scheme
- Accelerated multigrid for graph Laplacian operators
- On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach
- A cutting-plane approach for large-scale capacitated multi-period facility location using a specialized interior-point method
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