Interior-point solver for convex separable block-angular problems

DOI10.1080/10556788.2015.1050014zbMath1338.90455OpenAlexW2181983165MaRDI QIDQ2811483

Jordi Castro

Publication date: 10 June 2016

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2015.1050014

zbMATH Keywords

large-scale optimizationinterior-point methodsnormal equationspreconditioned conjugate gradientoptimization softwarestructured problems

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20) Linear programming (90C05) Interior-point methods (90C51) Iterative numerical methods for linear systems (65F10) Parallel numerical computation (65Y05) Preconditioners for iterative methods (65F08)

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Uses Software

• AMPL

Cites Work

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