Pages that link to "Item:Q1803613"

The following pages link to Symmetric indefinite systems for interior point methods (Q1803613):

Displaying 31 items.

• CVXGEN: a code generator for embedded convex optimization (Q399985) (← links)
• Shakedown analysis with multidimensional loading spaces (Q424938) (← links)
• A little theorem of the big \({\mathcal M}\) in interior point algorithms (Q687037) (← links)
• A computational intelligence method for solving a class of portfolio optimization problems (Q894382) (← links)
• An implementation of a parallel primal-dual interior point method for block- structured linear programs (Q1203072) (← links)
• An interior point method for quadratic programs based on conjugate projected gradients (Q1260618) (← links)
• An implementation of linear and nonlinear multicommodity network flows (Q1268228) (← links)
• Cost-effective sulphur emission reduction under uncertainty (Q1268422) (← links)
• Strategic financial risk management and operations research (Q1278574) (← links)
• Stochastic linear programs with restricted recourse (Q1278949) (← links)
• The augmented system variant of IPMs in two-stage stochastic linear programming computation (Q1278963) (← links)
• Advances in trust region algorithms for constrained optimization (Q1294548) (← links)
• The role of the augmented system in interior point methods (Q1296137) (← links)
• A primal-dual infeasible-interior-point algorithm for linear programming (Q1315419) (← links)
• Solving symmetric indefinite systems in an interior-point method for linear programming (Q1321659) (← links)
• A QMR-based interior-point algorithm for solving linear programs (Q1361110) (← links)
• Duality in robust linear regression using Huber's \(M\)-estimator (Q1372307) (← links)
• Financial planning via multi-stage stochastic optimization. (Q1422378) (← links)
• Parallel interior-point method for linear and quadratic programs with special structure (Q1608140) (← links)
• A new class of preconditioners for large-scale linear systems from interior point methods for linear programming (Q1765884) (← links)
• Efficient solution of two-stage stochastic linear programs using interior point methods (Q1803648) (← links)
• Computational study of a family of mixed-integer quadratic programming problems (Q1814787) (← links)
• An interior point method for general large-scale quadratic programming problems (Q1915920) (← links)
• Fast quadratic programming for mean-variance portfolio optimisation (Q2226482) (← links)
• The contact problem in Lagrangian systems with redundant frictional bilateral and unilateral constraints and singular mass matrix. The all-sticking contacts problem (Q2286321) (← links)
• Symmetric-triangular decomposition and its applications. II: Preconditioners for indefinite systems (Q2479583) (← links)
• A primal-dual interior-point algorithm for quadratic programming (Q2502230) (← links)
• A conversion of an SDP having free variables into the standard form SDP (Q2643612) (← links)
• Detecting ``dense'' columns in interior point methods for linear programs (Q2643620) (← links)
• A selective strategy for shakedown analysis of engineering structures (Q2952284) (← links)
• Recycling basic columns of the splitting preconditioner in interior point methods (Q6166647) (← links)