Stabilization of Mehrotra's primal-dual algorithm and its implementation

DOI10.1016/j.ejor.2003.07.024zbMath1062.90068OpenAlexW2087973840MaRDI QIDQ1771347

Nebojša V. Stojković, Predrag S. Stanimirović, Vera V. Kovacevic-Vujcic

Publication date: 21 April 2005

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2003.07.024

zbMATH Keywords

MathematicaIll-conditioningStabilizationDegeneracyPrimal-dual interior-point methods

Mathematics Subject Classification ID

Interior-point methods (90C51)

Related Items

On the simplex algorithm initializing, Sparsity preserving preconditioners for linear systems in interior-point methods, Symbolic implementation of interior point method for linear programming problem

Uses Software

• Mathematica
• HOPDM
• Mosek
• LIPSOL
• PCx
• NETLIB LP Test Set

Cites Work

• Convergence behavior of interior-point algorithms
• A geometric property of the least squares solution of linear equations
• On scaled projections and pseudoinverses
• HOPDM (version 2. 12) -- a fast LP solver based on a primal-dual interior point method
• Stabilization of interior-point methods for linear programming
• On the Implementation of a Primal-Dual Interior Point Method
• Solving large-scale linear programs by interior-point methods under the Matlab^∗Environment^†
• Modified Cholesky Factorizations in Interior-Point Algorithms for Linear Programming
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item