Sparsity in convex quadratic programming with interior point methods
From MaRDI portal
Recommendations
- Separable Quadratic Programming via a Primal-Dual Interior Point Method and its Use in a Sequential Procedure
- Symmetric indefinite systems for interior point methods
- Sparsity-preserving SOR algorithms for separable quadratic and linear programming
- An interior point method for quadratic programs based on conjugate projected gradients
- A primal-dual interior-point algorithm for quadratic programming
Cites work
- A modified Schur-complement method for handling dense columns in interior-point methods for linear programming
- A repository of convex quadratic programming problems
- Benchmarking interior point Lp/Qp solvers
- Depth-First Search and Linear Graph Algorithms
- scientific article; zbMATH DE number 3976197 (Why is no real title available?)
- scientific article; zbMATH DE number 590363 (Why is no real title available?)
- scientific article; zbMATH DE number 964349 (Why is no real title available?)
- Interior-point methods for convex programming
- LOQO user's manual — version 3.10
- Primal-dual target-following algorithms for linear programming
- QHOPDM -- a higher order primal-dual method for large scale convex quadratic programming
- Symmetric Quasidefinite Matrices
- The augmented system variant of IPMs in two-stage stochastic linear programming computation
- The BPMPD interior point solver for convex quadratic problems
- The role of the augmented system in interior point methods
Cited in
(11)- Correlative sparsity in primal-dual interior-point methods for LP, SDP, and SOCP
- Sparsity-preserving SOR algorithms for separable quadratic and linear programming
- On nondegenerate M-stationary points for sparsity constrained nonlinear optimization
- Solving quadratically constrained convex optimization problems with an interior-point method
- New Analysis on Sparse Solutions to Random Standard Quadratic Optimization Problems and Extensions
- On sparse matrix orderings in interior point methods
- Regularization techniques in interior point methods
- Interior point methods 25 years later
- scientific article; zbMATH DE number 7306888 (Why is no real title available?)
- A sparsity preserving convexification procedure for indefinite quadratic programs arising in direct optimal control
- Interior point methods in the year 2025
This page was built for publication: Sparsity in convex quadratic programming with interior point methods
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3423592)
