Design and implementation of a modular interior-point solver for linear optimization
From MaRDI portal
Publication:2062319
DOI10.1007/s12532-020-00200-8zbMath1476.90187arXiv2006.08814OpenAlexW3128841739MaRDI QIDQ2062319
Miguel F. Anjos, Mathieu Tanneau, Andrea Lodi
Publication date: 27 December 2021
Published in: Mathematical Programming Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.08814
Large-scale problems in mathematical programming (90C06) Linear programming (90C05) Interior-point methods (90C51)
Related Items
Tulip.jl, On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach, Consensus-based Dantzig-Wolfe decomposition
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Large-scale optimization with the primal-dual column generation method
- Using the primal-dual interior point algorithm within the branch-price-and-cut method
- Interior point methods 25 years later
- A cutting-plane approach for large-scale capacitated multi-period facility location using a specialized interior-point method
- ACCPM with a nonlinear constraint and an active set strategy to solve nonlinear multicommodity flow problems
- Partitioning procedures for solving mixed-variables programming problems
- Using an interior point method for the master problem in a decomposition approach
- Parallel interior-point solver for structured linear programs
- A primal-dual regularized interior-point method for convex quadratic programs
- Exploiting special structure in a primal-dual path-following algorithm
- Multiple centrality corrections in a primal-dual method for linear programming
- The integration of an interior-point cutting plane method within a branch-and-price algorithm
- Presolving in linear programming
- A simplified homogeneous and self-dual linear programming algorithm and its implementation
- New developments in the primal-dual column generation technique
- Exploiting structure in parallel implementation of interior point methods for optimization
- An interior-point Benders based branch-and-cut algorithm for mixed integer programs
- Interior point stabilization for column generation
- Parallel interior-point solver for structured quadratic programs: Application to financial planning problems
- CVXPY: A Python-Embedded Modeling Language for Convex Optimization
- Interior-point solver for convex separable block-angular problems
- Iterative Refinement for Linear Programming
- Julia: A Fresh Approach to Numerical Computing
- Decomposition Principle for Linear Programs
- The Cutting-Plane Method for Solving Convex Programs
- Solving Multiscale Linear Programs Using the Simplex Method in Quadruple Precision
- On Handling Free Variables in Interior-Point Methods for Conic Linear Optimization
- A Structure Conveying Parallelizable Modeling Language for Mathematical Programming
- Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming
- Exploiting Special Structure in Primal Dual Interior Point Methods
- An Interior Point Method for Block Angular Optimization
- On the Implementation of a Primal-Dual Interior Point Method
- Very Large-Scale Linear Programming: A Case Study in Combining Interior Point and Simplex Methods
- Parallel Factorization of Structured Matrices Arising in Stochastic Programming
- Presolve Analysis of Linear Programs Prior to Applying an Interior Point Method
- Column Generation
- Object-oriented software for quadratic programming
- JuMP: A Modeling Language for Mathematical Optimization