swMATH11484MaRDI QIDQ23426FDOQ23426
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Official website: http://www.cuter.rl.ac.uk/Problems/netlib.shtml
Cited In (only showing first 100 items - show all)
- A generalized projection-based scheme for solving convex constrained optimization problems
- CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
- On Numerical Issues of Interior Point Methods
- On Implementing Mehrotra’s Predictor–Corrector Interior-Point Method for Linear Programming
- The BPMPD interior point solver for convex quadratic problems
- 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
- Robust solutions of linear programming problems contaminated with uncertain data
- Polynomial time second order mehrotra-type predictor--corrector 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
- LPAKO: A Simplex-based Linear Programming Program
- 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
- BPMPD
- LDL
- LPAKO
- SCICONIC
- A repository of convex quadratic programming problems
- lp_solve
- VSDP
- HOPDM
- KORBX
- Netlib
- LIPSOL
- PCx
- OOQP
- QSopt_ex
- QSDP
- COPL_QP
- MINOS
- qpOASES
- nlpy
- SPARSE-QR
- QPBLUR
- SolvIND
- MarPlex
- QPSchur
- McIPM
- CQP
- Block BFGS methods
- QPOPT
- DEVEX
- Dsor
- MOPS
- ZQPCVX
- ValEncIA
- OSL
- Lurupa
- Tobago
- QPLIB2014
- LINUOA
- libquadmath
- The final NETLIB-LP results
- CurveLP
- Symmetric Quasidefinite Matrices
- iOptimize
- YM11
- PPROJ
- CoinUtils
- DQP
- CVXPortfolio
- OSQP
- POGS
- LPbook
- QPRefinement
- FBstab
- MAGNA++
- QPALM
- OSQP: an operator splitting solver for quadratic programs
- CUTEr and SifDec
- ART3+
- SuperMann
- ABIP
- COSMO
- A scenario-based approach for robust linear optimization
- Multiple centrality corrections in a primal-dual method for linear programming
- Computational techniques of the simplex method
- A phase-1 approach for the generalized simplex algorithm
- Verification methods: rigorous results using floating-point arithmetic
- 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
- Rigorous Error Bounds for the Optimal Value in Semidefinite Programming
- A direct method for the numerical solution of optimization problems with time-periodic PDE constraints.
- The University of Florida sparse matrix collection
- 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 dual gradient-projection method for large-scale strictly convex quadratic problems
- A Preconditioner for Linear Systems Arising From Interior Point Optimization Methods
- Computing projections for the Karmarkar algorithm
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