The following pages link to OOPS (Q22431):
Displaying 32 items.
- An inertia-free filter line-search algorithm for large-scale nonlinear programming (Q288393) (← links)
- Inexact coordinate descent: complexity and preconditioning (Q306308) (← links)
- Interior point methods 25 years later (Q439546) (← links)
- A preconditioning technique for Schur complement systems arising in stochastic optimization (Q453622) (← links)
- A cutting-plane approach for large-scale capacitated multi-period facility location using a specialized interior-point method (Q526844) (← links)
- A warm-start approach for large-scale stochastic linear programs (Q535016) (← links)
- A structured modeling technology (Q555901) (← links)
- Quadratic regularizations in an interior-point method for primal block-angular problems (Q652285) (← links)
- Interior point method for long-term generation scheduling of large-scale hydrothermal systems (Q839779) (← links)
- Interior-point Lagrangian decomposition method for separable convex optimization (Q846931) (← links)
- A nonlinear optimization package for long-term hydrothermal coordination. (Q1420447) (← links)
- Solving \( L_1\)-CTA in 3D tables by an interior-point method for primal block-angular problems (Q1948525) (← links)
- A graph-based modeling abstraction for optimization: concepts and implementation in Plasmo.jl (Q2099497) (← links)
- A massively parallel interior-point solver for LPs with generalized arrowhead structure, and applications to energy system models (Q2239936) (← 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)
- An accelerated L-shaped method for solving two-stage stochastic programs in disaster management (Q2288985) (← links)
- Improving an interior-point approach for large block-angular problems by hybrid preconditioners (Q2356092) (← links)
- Interior-point solver for large-scale quadratic programming problems with bound constraints (Q2370027) (← links)
- A decomposition-based crash-start for stochastic programming (Q2376127) (← links)
- Dual multilevel optimization (Q2465655) (← links)
- Quadratic interior-point methods in statistical disclosure control (Q2477609) (← links)
- Parallel interior-point solver for structured quadratic programs: Application to financial planning problems (Q2480251) (← links)
- An interior-point approach for primal block-angular problems (Q2643610) (← links)
- On the implementation of interior point methods for dual-core platforms (Q3562413) (← links)
- Reoptimization With the Primal-Dual Interior Point Method (Q4441925) (← links)
- (Q4738647) (← links)
- Interior Point Methods Can Exploit Structure of Convex Piecewise Linear Functions with Application in Radiation Therapy (Q5067430) (← links)
- The parallel solution of dense saddle-point linear systems arising in stochastic programming (Q5200564) (← links)
- Quadratic approximation of penalty functions for solving large-scale linear programs (Q5311016) (← links)
- On Geometrical Properties of Preconditioners in IPMs for Classes of Block-Angular Problems (Q5348470) (← links)
- (Q5493574) (← links)
