Higher-order derivatives in linear and quadratic programming
From MaRDI portal
Publication:1592581
DOI10.1016/S0305-0548(99)00099-4zbMath0969.90064OpenAlexW2079960726WikidataQ126312740 ScholiaQ126312740MaRDI QIDQ1592581
Publication date: 25 January 2001
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0305-0548(99)00099-4
Cites Work
- Computational experience with a primal-dual interior point method for linear programming
- Interior path following primal-dual algorithms. I: Linear programming
- Interior path following primal-dual algorithms. II: Convex quadratic programming
- Multiple centrality corrections in a primal-dual method for linear programming
- Numerical experiments with the symmetric affine scaling algorithm on degenerate linear programming problema
- Mathematical Developments Arising from Linear Programming
- On the Implementation of a Primal-Dual Interior Point Method
- Higher-Order Predictor-Corrector Interior Point Methods with Application to Quadratic Objectives
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Higher-order derivatives in linear and quadratic programming