The following pages link to Jacek Gondzio (Q181238):
Displaying 50 items.
- A second-order method for strongly convex \(\ell _1\)-regularization problems (Q263191) (← links)
- Large-scale optimization with the primal-dual column generation method (Q266408) (← links)
- Inexact coordinate descent: complexity and preconditioning (Q306308) (← links)
- Crash start of interior point methods (Q323526) (← links)
- Using the primal-dual interior point algorithm within the branch-price-and-cut method (Q336429) (← links)
- Matrix-free interior point method (Q429480) (← links)
- Interior point methods 25 years later (Q439546) (← links)
- A new warmstarting strategy for the primal-dual column generation method (Q494315) (← links)
- A warm-start approach for large-scale stochastic linear programs (Q535016) (← links)
- Exploiting separability in large-scale linear support vector machine training (Q540649) (← links)
- Erratum to: Inexact constraint preconditioners for linear systems arising in interior point methods (Q540653) (← links)
- Matrix-free interior point method for compressed sensing problems (Q744215) (← links)
- Solving nonlinear portfolio optimization problems with the primal-dual interior point method (Q877584) (← links)
- Hedging options under transaction costs and stochastic volatility (Q951343) (← links)
- Warmstarting for interior point methods applied to the long-term power planning problem (Q1011271) (← links)
- (Q1028607) (redirect page) (← links)
- Convergence analysis of the inexact infeasible interior-point method for linear optimization (Q1028608) (← links)
- Further development of multiple centrality correctors for interior point methods (Q1029632) (← links)
- Operations risk management by optimally planning the qualified workforce capacity (Q1039800) (← links)
- HOPDM (version 2. 12) -- a fast LP solver based on a primal-dual interior point method (Q1127255) (← links)
- Solving a class of LP problems with a primal-dual logarithmic barrier method (Q1129972) (← links)
- HOPDM - a higher order primal-dual method for large scale linear programming (Q1207069) (← links)
- Using an interior point method for the master problem in a decomposition approach (Q1278995) (← links)
- Warm start of the primal-dual method applied in the cutting-plane scheme (Q1290656) (← links)
- Warm start and \(\varepsilon\)-subgradients in a cutting plane scheme for block-angular linear programs (Q1303776) (← links)
- Sensitivity method for basis inverse representation in multistage stochastic linear programming problems (Q1321212) (← links)
- Solving nonlinear multicommodity flow problems by the analytic center cutting plane method (Q1361108) (← links)
- Parallel interior-point solver for structured linear programs (Q1404236) (← links)
- Fast interior point solution of quadratic programming problems arising from PDE-constrained optimization (Q1681794) (← links)
- Mathematical models for stable matching problems with ties and incomplete lists (Q1737478) (← links)
- A specialized primal-dual interior point method for the plastic truss layout optimization (Q1756573) (← links)
- An interior point heuristic for the Hamiltonian cycle problem via Markov decision processes (Q1768622) (← links)
- Multiple centrality corrections in a primal-dual method for linear programming (Q1816400) (← links)
- Preconditioning indefinite systems in interior point methods for optimization (Q1876589) (← links)
- Rank revealing Gaussian elimination by the maximum volume concept (Q1987003) (← links)
- Improving solution times for stable matching problems through preprocessing (Q2027037) (← links)
- An interior point-proximal method of multipliers for convex quadratic programming (Q2028483) (← links)
- An interior point-proximal method of multipliers for linear positive semi-definite programming (Q2073047) (← links)
- Implementation of an interior point method with basis preconditioning (Q2220915) (← links)
- Global solutions of nonconvex standard quadratic programs via mixed integer linear programming reformulations (Q2231320) (← links)
- A relaxed interior point method for low-rank semidefinite programming problems with applications to matrix completion (Q2236545) (← links)
- Solving large-scale optimization problems related to Bell's theorem (Q2252425) (← links)
- New developments in the primal-dual column generation technique (Q2253404) (← links)
- A structure-conveying modelling language for mathematical and stochastic programming (Q2267351) (← links)
- Exploiting structure in parallel implementation of interior point methods for optimization (Q2271797) (← links)
- Quasi-Newton approaches to interior point methods for quadratic problems (Q2322554) (← links)
- An inexact dual logarithmic barrier method for solving sparse semidefinite programs (Q2330644) (← links)
- Performance of first- and second-order methods for \(\ell_1\)-regularized least squares problems (Q2374363) (← links)
- Dynamic non-diagonal regularization in interior point methods for linear and convex quadratic programming (Q2420822) (← links)
- Parallel interior-point solver for structured quadratic programs: Application to financial planning problems (Q2480251) (← links)
