On Numerical Issues of Interior Point Methods

DOI10.1137/050633354zbMath1156.90459OpenAlexW1964025755MaRDI QIDQ3609022

Csaba Meszaros

Publication date: 6 March 2009

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/050633354

zbMATH Keywords

regularizationinterior point methodsindefinite Cholesky factorization

Mathematics Subject Classification ID

Ill-posedness and regularization problems in numerical linear algebra (65F22) Interior-point methods (90C51) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items (7)

The practical behavior of the homogeneous self-dual formulations in interior point methods ⋮ Recycling basic columns of the splitting preconditioner in interior point methods ⋮ Regularization techniques in interior point methods ⋮ Optimized packing multidimensional hyperspheres: a unified approach ⋮ Packing equal circles into a circle with circular prohibited areas ⋮ Packing congruent spheres into a multi‐connected polyhedral domain ⋮ Solving quadratically constrained convex optimization problems with an interior-point method

Uses Software

• BPMPD
• NETLIB LP Test Set

This page was built for publication: On Numerical Issues of Interior Point Methods