Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Feature Article—Interior Point Methods for Linear Programming: Computational State of the Art - MaRDI portal

Feature Article—Interior Point Methods for Linear Programming: Computational State of the Art

From MaRDI portal
Publication:4291492

DOI10.1287/ijoc.6.1.1zbMath0798.90100OpenAlexW2093903024WikidataQ60140230 ScholiaQ60140230MaRDI QIDQ4291492

Irvin J. Lustig, Roy E. Marsten, David F. Shanno

Publication date: 10 May 1994

Published in: ORSA Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/ijoc.6.1.1



Related Items

On handling cutting planes in interior-point methods for solving semi-definite relaxations of binary quadratic optimization problems, \(k\)-violation linear programming, The convergence of an interior-point method using modified search directions in final iterations, The practical behavior of the homogeneous self-dual formulations in interior point methods, A general non-linear optimization algorithm for lower bound limit analysis, Upper bound limit analysis using discontinuous quadratic displacement fields, Unnamed Item, Preconditioning and iterative solution of symmetric indefinite linear systems arising from interior point methods for linear programming, Potential-reduction methods in mathematical programming, Fast Cholesky factorization for interior point methods of linear programming, SOLVING LARGE SCALE LINEAR PROGRAMMING PROBLEMS USING AN INTERIOR POINT METHOD ON A MASSIVELY PARALLEL SIMD COMPUTER, Interactions between nonlinear programming and modeling systems, Projected orthogonal vectors in two-dimensional search interior point algorithms for linear programming, Presolving in linear programming, A compressed primal-dual method for generating bivariate cubic \(L_{1}\) splines, Solving real-world linear ordering problems using a primal-dual interior point cutting plane method, Gigaflops in linear programming, New infeasible interior-point algorithm based on monomial method, Testing heuristics: We have it all wrong, HOPDM (version 2. 12) -- a fast LP solver based on a primal-dual interior point method, On sparse matrix orderings in interior point methods, Smoothed analysis of condition numbers and complexity implications for linear programming, Maximum contrast analysis for nonnegative blind source separation, Fast \(L_1^kC^k\) polynomial spline interpolation algorithm with shape-preserving properties, Warmstarting the homogeneous and self-dual interior point method for linear and conic quadratic problems, Regularization techniques in interior point methods, Interior point methods 25 years later, An improving procedure of the interior projective method for linear programming, On the behavior of Lagrange multipliers in convex and nonconvex infeasible interior point methods, On the iterative solution of KKT systems in potential reduction software for large-scale quadratic problems, The double pivot simplex method, An exact primal-dual penalty method approach to warmstarting interior-point methods for linear programming, Application of a GPU-accelerated hybrid preconditioned conjugate gradient approach for large 3D problems in computational geomechanics, Shape-preserving, multiscale interpolation by bi- and multivariate cubic \(L_{1}\) splines, Implementation of interior point methods for mixed semidefinite and second order cone optimization problems, Identifying redundant linear constraints in systems of linear matrix inequality constraints, A Frisch-Newton algorithm for sparse quantile regression, Augmented sparse reconstruction of protein signaling networks, Shrinkage estimation of varying covariate effects based on quantile regression, LPAKO: A Simplex-based Linear Programming Program, Exploiting hardware capabilities in interior point methods, Global optimal image reconstruction from blurred noisy data by a Bayesian approach, Interior point methods, a decade after Karmarkar—a survey, with application to the smallest eigenvalue problem, An interior point potential reduction method for constrained equations, Multiple centrality corrections in a primal-dual method for linear programming, Implementation of warm-start strategies in interior-point methods for linear programming in fixed dimension, Strategic financial risk management and operations research, Fixing variables and generating classical cutting planes when using an interior point branch and cut method to solve integer programming problems, The augmented system variant of IPMs in two-stage stochastic linear programming computation, Using an interior point method for the master problem in a decomposition approach, Implementation of interior-point methods for LP based on Krylov subspace iterative solvers with inner-iteration preconditioning, Warm start of the primal-dual method applied in the cutting-plane scheme, The role of the augmented system in interior point methods, Symbiosis between linear algebra and optimization, Solving large-scale linear programs by interior-point methods under the MatlabEnvironment, The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors, Pivot versus interior point methods: Pros and cons, Advances in design and implementation of optimization software, Differential-algebraic approach to linear programming, On the convergence of a predictor-corrector variant algorithm, Interior-point methods for linear programming: a review