Sparsity in convex quadratic programming with interior point methods

DOI10.1080/10556780500140102zbMath1112.90055OpenAlexW2033880613MaRDI QIDQ3423592

Csaba Meszaros

Publication date: 14 February 2007

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

Full work available at URL: https://doi.org/10.1080/10556780500140102

zbMATH Keywords

quadratic programminglarge-scale optimizationinterior point methods

Mathematics Subject Classification ID

Quadratic programming (90C20) Interior-point methods (90C51)

Related Items

Regularization techniques in interior point methods ⋮ Interior point methods 25 years later ⋮ Solving quadratically constrained convex optimization problems with an interior-point method

Uses Software

• BPMPD
• LOQO
• QHOPDM
• NETLIB LP Test Set

Cites Work

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• Interior-point methods for convex programming
• The augmented system variant of IPMs in two-stage stochastic linear programming computation
• The role of the augmented system in interior point methods
• QHOPDM -- a higher order primal-dual method for large scale convex quadratic programming
• Primal-dual target-following algorithms for linear programming
• A modified Schur-complement method for handling dense columns in interior-point methods for linear programming
• The BPMPD interior point solver for convex quadratic problems
• LOQO user's manual — version 3.10
• Benchmarking interior point Lp/Qp solvers
• A repository of convex quadratic programming problems
• Symmetric Quasidefinite Matrices
• Depth-First Search and Linear Graph Algorithms