BPMPD

swMATH88MaRDI QIDQ12858FDOQ12858

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Cited In (41)

• On sparse matrix orderings in interior point methods
• A linear optimization-based method for data privacy in statistical tabular data
• On the implementation of interior point methods for dual-core platforms
• A primal-dual interior-point algorithm for quadratic programming
• On Numerical Issues of Interior Point Methods
• A method for approximating pairwise comparison matrices by consistent matrices
• Post-tax optimization with stochastic programming
• A largest-distance pivot rule for the simplex algorithm
• Solving elliptic control problems with interior point and SQP methods: Control and state constraints
• Four Good Reasons to Use an Interior Point Solver Within a MIP Solver
• The BPMPD interior point solver for convex quadratic problems
• Conflict Analysis for MINLP
• Application of a least absolute shrinkage and selection operator to aeroelastic flight test data
• Benchmarking interior point Lp/Qp solvers
• Linear programming computation
• Interior point methods in DEA to determine non-zero multiplier weights
• A mixed integer programming model for multistage mean-variance post-tax optimization
• Tax impact on multi-stage mean-variance portfolio allocation
• The practical behavior of the homogeneous self-dual formulations in interior point methods
• Progress in the dual simplex method for large scale LP problems: Practical dual phase 1 algorithms
• Regularization techniques in interior point methods
• Game theoretic models for climate change negotiations
• A general framework for multistage mean-variance post-tax optimization
• Computational assessment of nested Benders and augmented Lagrangian decomposition for mean-variance multistage stochastic problems
• Title not available (Why is that?)
• A repository of convex quadratic programming problems
• Detecting ``dense columns in interior point methods for linear programs
• Nonmonotone trust-region methods for bound-constrained semismooth equations with applications to nonlinear mixed complementarity problems
• Penalized spline support vector classifiers computational issues
• Progress in the dual simplex algorithm for solving large scale LP problems: Techniques for a fast and stable implementation
• Sparsity in convex quadratic programming with interior point methods
• Worst-case robust decisions for multi-period mean-variance portfolio optimization
• A global piecewise smooth Newton method for fast large-scale model predictive control
• The Bpmpd interior point solver for convex quadratically constrained quadratic programming problems
• An efficient approach to updating simplex multipliers in the simplex algorithm
• Augmented Lagrangian method for large-scale linear programming problems
• A direct method for the numerical solution of optimization problems with time-periodic PDE constraints.
• QPALM: a proximal augmented Lagrangian method for nonconvex quadratic programs
• A primal deficient-basis simplex algorithm for linear programming
• A dual gradient-projection method for large-scale strictly convex quadratic problems
• Solving quadratically constrained convex optimization problems with an interior-point method

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