NETLIB LP Test Set - MaRDI portal

swMATH11484MaRDI QIDQ23426FDOQ23426

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

The inverse optimal value problem
A generalized projection-based scheme for solving convex constrained optimization problems
Stabilization of Mehrotra's primal-dual algorithm and its implementation
Using a hybrid preconditioner for solving large-scale linear systems arising from interior point methods
CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
Block preconditioners for linear systems in interior point methods for convex constrained optimization
A primal-dual interior-point algorithm for quadratic programming
On Numerical Issues of Interior Point Methods
Block BFGS Methods
A self-adjusting primal–dual interior point method for linear programs
On Implementing Mehrotra’s Predictor–Corrector Interior-Point Method for Linear Programming
An interior point method for constrained saddle point problems
A largest-distance pivot rule for the simplex algorithm
Simulation and optimization by quantifier elimination
The university of Florida sparse matrix collection
A basis-deficiency-allowing primal phase-I algorithm using the most-obtuse-angle column rule
Projection onto a polyhedron that exploits sparsity
The BPMPD interior point solver for convex quadratic problems
A class of primal affine scaling algorithms
Strategies for Scaling and Pivoting for Sparse Symmetric Indefinite Problems
Computational Experience and the Explanatory Value of Condition Measures for Linear Optimization
An \(O(\sqrt nL)\) iteration primal-dual second-order corrector algorithm for linear programming
Finding an interior point in the optimal face of linear programs
Trajectory-following methods for large-scale degenerate convex quadratic programming
The most-obtuse-angle row pivot rule for achieving dual feasibility: A computational study
Addressing rank degeneracy in constraint-reduced interior-point methods for linear optimization
Robust solutions of linear programming problems contaminated with uncertain data
Postponing the choice of the barrier parameter in Mehrotra-type predictor-corrector algorithms
Polynomial time second order mehrotra-type predictor--corrector algorithms
Progress in the dual simplex method for large scale LP problems: Practical dual phase 1 algorithms
PENNON: A code for convex nonlinear and semidefinite programming
A simplified homogeneous and self-dual linear programming algorithm and its implementation
LOQO:an interior point code for quadratic programming
Certifying feasibility and objective value of linear programs
A strictly improving linear programming Phase I algorithm
Mathematical programming via the least-squares method
LPAKO: A Simplex-based Linear Programming Program
A dual projective simplex method for linear programming
A Revised Dual Projective Pivot Algorithm for Linear Programming
Robust optimization-methodology and applications
The design and application of IPMLO. A FORTRAN library for linear optimization with interior point methods
A preconditioned conjugate gradient approach to linear equality constrained minimization
Interval uncertainty-based robust optimization for convex and non-convex quadratic programs with applications in network infrastructure planning
A primal-dual regularized interior-point method for convex quadratic programs
Title not available (Why is that?)
A repository of convex quadratic programming problems
Two direct methods in linear programming
The final NETLIB-LP results
Title not available (Why is that?)
Symmetric Quasidefinite Matrices
OSQP: An Operator Splitting Solver for Quadratic Programs
How good are extrapolated bi-projection methods for linear feasibility problems?
CUTEr and SifDec
A comparative study of redundant constraints identification methods in linear programming problems
Progress in the dual simplex algorithm for solving large scale LP problems: Techniques for a fast and stable implementation
Title not available (Why is that?)
Sparsity in convex quadratic programming with interior point methods
Multiple centrality corrections in a primal-dual method for linear programming
A sparse proximal implementation of the LP dual active set algorithm
Dual multilevel optimization
Computational techniques of the simplex method
A phase-1 approach for the generalized simplex algorithm
Verification methods: rigorous results using floating-point arithmetic
Implementation of warm-start strategies in interior-point methods for linear programming in fixed dimension
qpOASES: a parametric active-set algorithm for~quadratic programming
A New Unblocking Technique to Warmstart Interior Point Methods Based on Sensitivity Analysis
The Price of Robustness
A globally convergent primal-dual active-set framework for large-scale convex quadratic optimization
Steplengths in interior-point algorithms of quadratic programming
Rigorous Error Bounds for the Optimal Value in Semidefinite Programming
An infeasible full-NT step interior point algorithm for CQSCO
On using exterior penalty approaches for solving linear programming problems
Predictor-corrector smoothing methods for linear programs with a more flexible update of the smoothing parameter
A stable primal-dual approach for linear programming under nondegeneracy assumptions
On finding a vertex solution using interior point methods
The long step rule in the bounded-variable dual simplex method: Numerical experiments
Computational experience with rigorous error bounds for the Netlib linear programming library
Presolve Analysis of Linear Programs Prior to Applying an Interior Point Method
Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization
On the simplex algorithm initializing
Interior-point methods for linear programming: a review
A primal deficient-basis simplex algorithm for linear programming
A Scenario-Based Approach for Robust Linear Optimization
Computational experience with a primal-dual interior point method for linear programming
A dual gradient-projection method for large-scale strictly convex quadratic problems
A simple direct cosine simplex algorithm
A Preconditioner for Linear Systems Arising From Interior Point Optimization Methods
Title not available (Why is that?)
An affine scaling method using a class of differential barrier functions: primal approach
Computing projections for the Karmarkar algorithm
Switching preconditioners using a hybrid approach for linear systems arising from interior point methods for linear programming
Combined projected gradient algorithm for linear programming
Improving the accuracy of linear programming solvers with iterative refinement
Improving the efficiency of the simplex algorithm based on a geometric explanation of phase 1
Title not available (Why is that?)
A projective simplex algorithm using LU decomposition
On verified numerical computations in convex programming
Hybrid-LP: finding advanced starting points for simplex, and pivoting LP methods
Threshold incomplete factorization constraint preconditioners for saddle-point matrices
Title not available (Why is that?)

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