A stable primal-dual approach for linear programming under nondegeneracy assumptions

Cites Work

LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
Sparse QR factorization in MATLAB
LOQO:an interior point code for quadratic programming
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The Differentiation of Pseudo-Inverses and Nonlinear Least Squares Problems Whose Variables Separate
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Robust solutions of uncertain linear programs
Degeneracy in interior point methods for linear programming: A survey
Finding an interior point in the optimal face of linear programs
Error bounds in mathematical programming
Robust solutions of linear programming problems contaminated with uncertain data
A Study of Indicators for Identifying Zero Variables in Interior-Point Methods
Robust convex optimization
Sizing and Least-Change Secant Methods
On the Identification of Active Constraints
A Sparse Approximate Inverse Preconditioner for Nonsymmetric Linear Systems
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A Sparse Approximate Inverse Preconditioner for the Conjugate Gradient Method
Condition numbers and equilibration of matrices
An Implementation of the Look-Ahead Lanczos Algorithm for Non-Hermitian Matrices
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Modifying SQP for Degenerate Problems
Stability of Augmented System Factorizations in Interior-Point Methods
On the Identification of Active Constraints II: The Nonconvex Case
Linear programming. Foundations and extensions
A new class of preconditioners for large-scale linear systems from interior point methods for linear programming
A primal-dual interior-point algorithm for quadratic programming
Exposing Constraints
Preconditioning indefinite systems in interior point methods for optimization
A QMR-based interior-point algorithm for solving linear programs
Preconditioning and iterative solution of symmetric indefinite linear systems arising from interior point methods for linear programming
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A study of preconditioners for network interior point methods
Computational experience with rigorous error bounds for the Netlib linear programming library
Computational Experience and the Explanatory Value of Condition Measures for Linear Optimization
Ill-Conditioning and Computational Error in Interior Methods for Nonlinear Programming
Iterative Solution of Linear Programs
Linear Programming in O([n3/ln n]L) Operations
Componentwise fast convergence in the solution of full-rank systems of nonlinear equations
Implementations of Affine Scaling Methods: Approximate Solutions of Systems of Linear Equations Using Preconditioned Conjugate Gradient Methods
User'S guide To Lipsol linear-programming interior point solvers V0.4
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Combining Interior-Point and Pivoting Algorithms for Linear Programming
Stability of Linear Equations Solvers in Interior-Point Methods
Multifrontal Computation with the Orthogonal Factors of Sparse Matrices
Solving semidefinite programs using preconditioned conjugate gradients

Cited In (11)

Stabilization of Mehrotra's primal-dual algorithm and its implementation
A robust algorithm for semidefinite programming
Sparsity preserving preconditioners for linear systems in interior-point methods
A robust and efficient proposal for solving linear systems arising in interior-point methods for linear programming
Constraint identification and algorithm stabilization for degenerate nonlinear programs
A note on primal-dual stability in infinite linear programming
Strong duality and minimal representations for cone optimization
Stability of the primal-dual partition in linear semi-infinite programming
Revisiting degeneracy, strict feasibility, stability, in linear programming
Primal-dual stability in continuous linear optimization
Stability of Linear Equations Solvers in Interior-Point Methods

Uses Software

LSQR
LOQO
SPARSE-QR
NETLIB LP Test Set
CRAIG

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Title not available (Why is that?) 👍 👎
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Primal-dual methods for linear programming 👍 👎
Stability of Augmented System Factorizations in Interior-Point Methods 👍 👎
Stability of Linear Equations Solvers in Interior-Point Methods 👍 👎

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