Quadratic regularizations in an interior-point method for primal block-angular problems
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Cited in
(24)- On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach
- Improving an interior-point approach for large block-angular problems by hybrid preconditioners
- Inexact coordinate descent: complexity and preconditioning
- On geometrical properties of preconditioners in IPMs for classes of block-angular problems
- 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
- 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
- Solving \( L_1\)-CTA in 3D tables by an interior-point method for primal block-angular problems
- Existence, uniqueness, and convergence of the regularized primal-dual central path
- Recent advances in optimization techniques for statistical tabular data protection
- Matrix-free interior point method
- Accelerated multigrid for graph Laplacian operators
- A comparison of reduced and unreduced KKT systems arising from interior point methods
- Dynamic non-diagonal regularization in interior point methods for linear and convex quadratic programming
- New interior-point approach for one- and two-class linear support vector machines using multiple variable splitting
- Mathematical programming approaches for classes of random network problems
- Perspective reformulations of the CTA problem with \(L_2\) distances
- Interior-point solver for convex separable block-angular problems
- Block preconditioners for linear systems in interior point methods for convex constrained optimization
- A cutting-plane approach for large-scale capacitated multi-period facility location using a specialized interior-point method
- An infeasible interior-point algorithm for stochastic second-order cone optimization
- Interior point methods 25 years later
- A constraint-reduced MPC algorithm for convex quadratic programming, with a modified active set identification scheme
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