Structure-Exploiting Interior Point Methods

DOI10.1007/978-3-030-43736-7_3zbMath1455.65095arXiv1907.05420OpenAlexW2957742602MaRDI QIDQ3300491

Olaf Schenk, Juraj Kardoš, Drosos Kourounis

Publication date: 29 July 2020

Published in: Parallel Algorithms in Computational Science and Engineering (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.05420

zbMATH Keywords

nonlinear optimizationsparse matricesinterior point methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Interior-point methods (90C51)

Related Items (1)

A graph-based modeling abstraction for optimization: concepts and implementation in Plasmo.jl

Uses Software

• KNITRO
• PARDISO
• Ipopt
• MATPOWER

Cites Work

• An inertia-free filter line-search algorithm for large-scale nonlinear programming
• A new polynomial-time algorithm for linear programming
• A primal-dual trust-region algorithm for non-convex nonlinear programming
• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• Superlinear Convergence of Primal-Dual Interior Point Algorithms for Nonlinear Programming
• An Augmented Incomplete Factorization Approach for Computing the Schur Complement in Stochastic Optimization
• Adaptive Barrier Update Strategies for Nonlinear Interior Methods
• On the Implementation of a Primal-Dual Interior Point Method
• PARDISO: a high-performance serial and parallel sparse linear solver in semiconductor device simulation
• Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
• Nonlinear programming without a penalty function.
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