Cited in
(only showing first 100 items - show all)- A simple direct cosine simplex algorithm
- Computing projections for the Karmarkar algorithm
- A Preconditioner for Linear Systems Arising From Interior Point Optimization Methods
- A generalized projection-based scheme for solving convex constrained optimization problems
- The inverse optimal value problem
- scientific article; zbMATH DE number 597812 (Why is no real title available?)
- Stabilization of Mehrotra's primal-dual algorithm and its implementation
- An affine scaling method using a class of differential barrier functions: primal approach
- 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
- Switching preconditioners using a hybrid approach for linear systems arising from interior point methods for linear programming
- A primal-dual interior-point algorithm for quadratic programming
- On Numerical Issues of Interior Point Methods
- Combined projected gradient algorithm for linear programming
- Improving the accuracy of linear programming solvers with iterative refinement
- 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
- Improving the efficiency of the simplex algorithm based on a geometric explanation of phase 1
- Partial pricing rule simplex method with deficient basis
- A largest-distance pivot rule for the simplex algorithm
- Solution of monotone complementarity and general convex programming problems using a modified potential reduction interior point method
- A projective simplex algorithm using LU decomposition
- Simulation and optimization by quantifier elimination
- On verified numerical computations in convex programming
- Hybrid-LP: finding advanced starting points for simplex, and pivoting LP methods
- Dual-primal algorithm for linear optimization
- A basis-deficiency-allowing primal phase-I algorithm using the most-obtuse-angle column rule
- Threshold incomplete factorization constraint preconditioners for saddle-point matrices
- Projection onto a polyhedron that exploits sparsity
- A class of primal affine scaling algorithms
- The BPMPD interior point solver for convex quadratic problems
- scientific article; zbMATH DE number 2010164 (Why is no real title available?)
- Privacy-preserving and verifiable protocols for scientific computation outsourcing to the cloud
- Strategies for Scaling and Pivoting for Sparse Symmetric Indefinite Problems
- 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
- The most-obtuse-angle row pivot rule for achieving dual feasibility: A computational study
- Computational Experience and the Explanatory Value of Condition Measures for Linear Optimization
- Trajectory-following methods for large-scale degenerate convex quadratic programming
- An interior point-proximal method of multipliers for convex quadratic programming
- Computing Kitahara-Mizuno's bound on the number of basic feasible solutions generated with the simplex algorithm
- Addressing rank degeneracy in constraint-reduced interior-point methods for linear optimization
- A two-phase support method for solving linear programs: numerical experiments
- Modification and implementation of two-phase simplex method
- An active-set proximal quasi-Newton algorithm for ℓ1-regularized minimization over a sphere constraint
- Postponing the choice of the barrier parameter in Mehrotra-type predictor-corrector algorithms
- Polynomial time second order mehrotra-type predictor--corrector algorithms
- Robust solutions of linear programming problems contaminated with uncertain data
- Dynamic non-diagonal regularization in interior point methods for linear and convex quadratic programming
- Steplength selection in interior-point methods for quadratic programming
- A comparison of reduced and unreduced KKT systems arising from interior point methods
- A secant-based Nesterov method for convex functions
- Certifying feasibility and objective value of linear programs
- Progress in the dual simplex method for large scale LP problems: Practical dual phase 1 algorithms
- A simplified homogeneous and self-dual linear programming algorithm and its implementation
- Data-Parallel Implementations of Dense Simplex Methods on the Connection Machine CM-2
- An affine-scaling pivot algorithm for linear programming
- A strictly improving linear programming Phase I algorithm
- PENNON: A code for convex nonlinear and semidefinite programming
- Mathematical programming via the least-squares method
- LOQO:an interior point code for quadratic programming
- A dual projective simplex method for linear programming
- A wide neighborhood arc-search interior-point algorithm for convex quadratic programming with box constraints and linear constraints
- Computation of condition numbers for linear programming problems using Peña’s method
- A parallel interior point algorithm for linear programming on a network of transputers
- LPAKO: A Simplex-based Linear Programming Program
- Robust optimization-methodology and applications
- A Revised Dual Projective Pivot Algorithm for Linear Programming
- Creating advanced bases for large scale linear programs exploiting embedded network structure
- Interval uncertainty-based robust optimization for convex and non-convex quadratic programs with applications in network infrastructure planning
- BPMPD
- IPMLO
- LDL
- LPAKO
- SDPLIB
- SCICONIC
- GALAHAD
- LOQO
- lp_solve
- VSDP
- HOPDM
- KORBX
- SoPlex
- QHOPDM
- Netlib
- LIPSOL
- PCx
- OOQP
- QSopt_ex
- QSDP
- COPL_QP
- MINOS
- qpOASES
- nlpy
- SPARSE-QR
- QPBLUR
- SolvIND
- MarPlex
This page was built for software: NETLIB LP Test Set
