The role of the augmented system in interior point methods
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Publication:1296137
DOI10.1016/S0377-2217(97)00074-XzbMath0943.90069OpenAlexW2074043275MaRDI QIDQ1296137
Publication date: 11 July 1999
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0377-2217(97)00074-x
Related Items (10)
Detecting ``dense columns in interior point methods for linear programs ⋮ General-purpose preconditioning for regularized interior point methods ⋮ Regularization techniques in interior point methods ⋮ A primal-dual interior-point algorithm for quadratic programming ⋮ Some insights into the solution algorithms for SLP problems ⋮ Solving linear systems in interior-point methods ⋮ The augmented system variant of IPMs in two-stage stochastic linear programming computation ⋮ Sparsity in convex quadratic programming with interior point methods ⋮ The BPMPD interior point solver for convex quadratic problems ⋮ Benchmarking interior point Lp/Qp solvers
Uses Software
Cites Work
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- Splitting dense columns of constraint matrix in interior point methods for large scale linear programming11The results discussed in the paper have been obtained when the author was staying at LAMSADE, University of Paris Dauphine, Place du Marechal de Lattre de Tassigny, 75775 Paris Cedex 16, France$ef:22A preliminary version of the paper has been presented at the Applied Mathematical Programming and Modelling Symposium APMOD’91 in London, January 14-…
- The Factorization of Sparse Symmetric Indefinite Matrices
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