A sparse proximal implementation of the LP dual active set algorithm
From MaRDI portal
Publication:2465650
DOI10.1007/s10107-006-0017-0zbMath1146.90037OpenAlexW2044559999MaRDI QIDQ2465650
Timothy A. Davis, William W. Hager
Publication date: 7 January 2008
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-006-0017-0
Large-scale problems in mathematical programming (90C06) Linear programming (90C05) Complexity and performance of numerical algorithms (65Y20)
Related Items
Elliptic optimal control problems with \(L^1\)-control cost and applications for the placement of control devices, How good are extrapolated bi-projection methods for linear feasibility problems?, Dual multilevel optimization, Projection onto a Polyhedron that Exploits Sparsity, Progress in the dual simplex algorithm for solving large scale LP problems: Techniques for a fast and stable implementation
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unsymmetric positive definite linear systems
- Lagrange-SQP techniques for the control constrained optimal boundary control for the Burgers equation
- Primal-dual strategy for state-constrained optimal control problems
- A dual projective pivot algorithm for linear programming
- Presolving in linear programming
- Application of the dual active set algorithm to quadratic network optimization
- Dual multilevel optimization
- Multiple-Rank Modifications of a Sparse Cholesky Factorization
- Dual Approximations in Optimal Control
- Algorithm 849
- Generalized Gradients and Applications
- Monotone Operators and the Proximal Point Algorithm
- Accelerated projection methods for computing pseudoinverse solutions of systems of linear equations
- A Fast and High Quality Multilevel Scheme for Partitioning Irregular Graphs
- Modifying a Sparse Cholesky Factorization
- Parallel Multilevel series k-Way Partitioning Scheme for Irregular Graphs
- Block Sparse Cholesky Algorithms on Advanced Uniprocessor Computers
- Commentary—Progress in Linear Programming
- A set of level 3 basic linear algebra subprograms
- A generalized envelope method for sparse factorization by rows
- Iterative Methods for Nearly Singular Linear Systems
- Symmetric Quasidefinite Matrices
- On the Stability of Cholesky Factorization for Symmetric Quasidefinite Systems
- Row Modifications of a Sparse Cholesky Factorization
- A column approximate minimum degree ordering algorithm
- Algorithm 836
- The dual active set algorithm and its application to linear programming