The following pages link to BPMPD (Q12858):
Displaying 41 items.
- The practical behavior of the homogeneous self-dual formulations in interior point methods (Q302143) (← links)
- On sparse matrix orderings in interior point methods (Q402236) (← links)
- Regularization techniques in interior point methods (Q432801) (← links)
- Penalized spline support vector classifiers computational issues (Q626242) (← links)
- A global piecewise smooth Newton method for fast large-scale model predictive control (Q644265) (← links)
- An efficient approach to updating simplex multipliers in the simplex algorithm (Q927163) (← links)
- A general framework for multistage mean-variance post-tax optimization (Q940838) (← links)
- A method for approximating pairwise comparison matrices by consistent matrices (Q956601) (← links)
- Progress in the dual simplex algorithm for solving large scale LP problems: Techniques for a fast and stable implementation (Q1029627) (← links)
- Solving elliptic control problems with interior point and SQP methods: Control and state constraints (Q1578854) (← links)
- Interior point methods in DEA to determine non-zero multiplier weights (Q1762028) (← links)
- Post-tax optimization with stochastic programming (Q1877032) (← links)
- Game theoretic models for climate change negotiations (Q1887885) (← links)
- A dual gradient-projection method for large-scale strictly convex quadratic problems (Q2012229) (← links)
- QPALM: a proximal augmented Lagrangian method for nonconvex quadratic programs (Q2088967) (← links)
- A mixed integer programming model for multistage mean-variance post-tax optimization (Q2455612) (← links)
- A largest-distance pivot rule for the simplex algorithm (Q2463487) (← links)
- A primal deficient-basis simplex algorithm for linear programming (Q2479158) (← links)
- A primal-dual interior-point algorithm for quadratic programming (Q2502230) (← links)
- Progress in the dual simplex method for large scale LP problems: Practical dual phase 1 algorithms (Q2642636) (← links)
- Detecting ``dense'' columns in interior point methods for linear programs (Q2643620) (← links)
- Worst-case robust decisions for multi-period mean-variance portfolio optimization (Q2643927) (← links)
- Nonmonotone trust-region methods for bound-constrained semismooth equations with applications to nonlinear mixed complementarity problems (Q2706360) (← links)
- Linear Programming Computation (Q2851339) (← links)
- Computational assessment of nested Benders and augmented Lagrangian decomposition for mean-variance multistage stochastic problems (Q2892332) (← links)
- The Bpmpd Interior Point Solver for Convex Quadratically Constrained Quadratic Programming Problems (Q3069598) (← links)
- Solving quadratically constrained convex optimization problems with an interior-point method (Q3093053) (← links)
- Tax impact on multi-stage mean-variance portfolio allocation (Q3157995) (← links)
- (Q3223901) (← links)
- Sparsity in convex quadratic programming with interior point methods (Q3423592) (← links)
- On the implementation of interior point methods for dual-core platforms (Q3562413) (← links)
- On Numerical Issues of Interior Point Methods (Q3609022) (← links)
- Application of a least absolute shrinkage and selection operator to aeroelastic flight test data (Q3654565) (← links)
- The BPMPD interior point solver for convex quadratic problems (Q4504788) (← links)
- Benchmarking interior point Lp/Qp solvers (Q4504797) (← links)
- A repository of convex quadratic programming problems (Q4504798) (← links)
- (Q4546238) (← links)
- A linear optimization-based method for data privacy in statistical tabular data (Q4646673) (← links)
- Four Good Reasons to Use an Interior Point Solver Within a MIP Solver (Q4685752) (← links)
- Conflict Analysis for MINLP (Q4995080) (← links)
- Augmented Lagrangian method for large-scale linear programming problems (Q5717539) (← links)
