HOPDM

swMATH4342MaRDI QIDQ16521FDOQ16521

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Official website: https://webhomes.maths.ed.ac.uk/~gondzio/software/hopdm.html

Described by source

• HOPDM - a higher order primal-dual method for large scale linear programming

Cited In (only showing first 100 items - show all)

• An affine scaling method using a class of differential barrier functions: primal approach
• Implementation of interior-point methods for LP based on Krylov subspace iterative solvers with inner-iteration preconditioning
• galpv4
• Differentiable optimization and equation solving. A treatise on algorithmic science and the Karmarkar revolution
• A homogeneous model for monotone mixed horizontal linear complementarity problems
• MINQ8
• Three qubit GHZ correlations and generalized Bell experiments
• Cost-effective sulphur emission reduction under uncertainty
• Asymmetric multipartite Greenberger-Horne-Zeilinger states and Bell inequalities
• HyKKT: a hybrid direct-iterative method for solving KKT linear systems
• Experimental investigations in combining primal dual interior point method and simplex based LP solvers
• Some insights into the solution algorithms for SLP problems
• Title not available (Why is that?)
• A predictor-corrector affine scaling method to train optimized extreme learning machine
• Title not available (Why is that?)
• Preconditioning indefinite systems in interior point methods for large scale linear optimisation
• Stabilization of Mehrotra's primal-dual algorithm and its implementation
• Stabilization of interior-point methods for linear programming
• Using a hybrid preconditioner for solving large-scale linear systems arising from interior point methods
• Efficient management of multiple sets to extract complex structures from mathematical programs
• Block preconditioners for linear systems in interior point methods for convex constrained optimization
• A primal-dual interior-point algorithm for quadratic programming
• Using the primal-dual interior point algorithm within the branch-price-and-cut method
• Exploiting separability in large-scale linear support vector machine training
• Parallel implementation of a central decomposition method for solving large-scale planning problems
• A new warmstarting strategy for the primal-dual column generation method
• Erratum to: Inexact constraint preconditioners for linear systems arising in interior point methods
• Extending Mehrotra and Gondzio higher order methods to mixed semidefinite-quadratic-linear programming
• Packing identical spheres into a cylinder
• Modeling support for multistage recourse problems
• A robust and efficient proposal for solving linear systems arising in interior-point methods for linear programming
• On the iterative solution of KKT systems in potential reduction software for large-scale quadratic problems
• Modified Cholesky Factorizations in Interior-Point Algorithms for Linear Programming
• A note on the primal-dual column generation method for combinatorial optimization
• Warm start of the primal-dual method applied in the cutting-plane scheme
• Packing congruent hyperspheres into a hypersphere
• Benchmarking interior point Lp/Qp solvers
• A preconditioning technique for Schur complement systems arising in stochastic optimization
• A warm-start approach for large-scale stochastic linear programs
• Regularization and preconditioning of KKT systems arising in nonnegative least-squares problems
• Title not available (Why is that?)
• Implementing cholesky factorization for interior point methods of linear programming
• Further development of multiple centrality correctors for interior point methods
• Convergence analysis of the inexact infeasible interior-point method for linear optimization
• A simplified homogeneous and self-dual linear programming algorithm and its implementation
• Quasi-Newton approaches to interior point methods for quadratic problems
• Preconditioning indefinite systems in interior point methods for optimization
• Scenario generation and stochastic programming models for asset liability management
• New developments in the primal-dual column generation technique
• A primal-dual regularized interior-point method for convex quadratic programs
• Title not available (Why is that?)
• A coherent approach to Bayesian data envelopment analysis
• Title not available (Why is that?)
• BPMPD
• LPABO
• QMRPACK
• LIPSOL
• PCx
• OOQP
• PDNET
• PGAPack
• MCMA
• IPM
• nlpy
• ACCPM
• ISAAP
• Title not available (Why is that?)
• A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition
• Two direct methods in linear programming
• POSTS
• SLPTESTSET
• OSL
• OOPS
• NETLIB LP Test Set
• LOLIB
• SUTIL
• Solving a class of LP problems with a primal-dual logarithmic barrier method
• iOptimize
• Algorithm 539
• CHFACT
• Building and solving large-scale stochastic programs on an affordable distributed computing system
• Multiple centrality corrections in a primal-dual method for linear programming
• Practical piecewise-linear approximation for monotropic optimization
• Inexact constraint preconditioners for linear systems arising in interior point methods
• Preconditioning and iterative solution of symmetric indefinite linear systems arising from interior point methods for linear programming
• A New Unblocking Technique to Warmstart Interior Point Methods Based on Sensitivity Analysis
• HOPDM (version 2. 12) -- a fast LP solver based on a primal-dual interior point method
• QHOPDM -- a higher order primal-dual method for large scale convex quadratic programming
• Interactive specification and analysis of aspiration-based preferences.
• A note on two direct methods in linear programming
• A Structure-Exploiting Tool in Algebraic Modeling Languages
• Failure modes and effective strength of two-phase materials determined by means of numerical limit analysis
• Topology optimization of trusses with stress and local constraints on nodal stability and member intersection
• A computational study of the use of an optimization-based method for simulating large multibody systems†
• A family of linear programming algorithms based on an algorithm by von Neumann
• Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization
• Hedging options under transaction costs and stochastic volatility
• Adaptive Approximation of Young Measure Solutions in Scalar Nonconvex Variational Problems
• On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods
• Title not available (Why is that?)

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