NETLIB LP Test Set
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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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