Matrix-free interior point method
From MaRDI portal
Publication:429480
DOI10.1007/s10589-010-9361-3zbMath1241.90179OpenAlexW2041563548MaRDI QIDQ429480
Publication date: 19 June 2012
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: http://www.maths.ed.ac.uk/~gondzio/REF/gondzioMatrixFree.pdf
linear programmingquadratic programmingiterative methodsinterior point methodsmatrix-freeimplicit preconditioner
Related Items
Koopman operator method for solution of generalized aggregate data inverse problems, Fast convergence of an inexact interior point method for horizontal complementarity problems, Conic optimization via operator splitting and homogeneous self-dual embedding, Performance of first- and second-order methods for \(\ell_1\)-regularized least squares problems, Effective matrix-free preconditioning for the augmented immersed interface method, Efficient Preconditioners for Interior Point Methods via a New Schur Complement-Based Strategy, Parallel cyclic reduction strategies for linear systems that arise in dynamic optimization problems, Crash start of interior point methods, GMRES-Accelerated ADMM for Quadratic Objectives, On the update of constraint preconditioners for regularized KKT systems, A novel class of approximate inverse preconditioners for large positive definite linear systems in optimization, An inexact interior point method for the large-scale simulation of granular material, A new proposal to improve the early iterations in the interior point method, A matrix-free approach to build band preconditioners for large-scale bound-constrained optimization, A New Stopping Criterion for Krylov Solvers Applied in Interior Point Methods, An interior-point implementation developed and tuned for radiation therapy treatment planning, Convergence of a stabilized SQP method for equality constrained optimization, IPRQP: a primal-dual interior-point relaxation algorithm for convex quadratic programming, Aggregation with dependencies: capacities and fuzzy integrals, Spectral estimates for unreduced symmetric KKT systems arising from Interior Point methods, Matrix-Free Convex Optimization Modeling, Recycling basic columns of the splitting preconditioner in interior point methods, Proximal stabilized interior point methods and \textit{low-frequency-update} preconditioning techniques, A constraint-reduced variant of Mehrotra's predictor-corrector algorithm, Interior point methods 25 years later, On the behavior of Lagrange multipliers in convex and nonconvex infeasible interior point methods, An adaptively regularized sequential quadratic programming method for equality constrained optimization, Solving large-scale optimization problems related to Bell's theorem, A matrix-free smoothing algorithm for large-scale support vector machines, Interior-point solver for convex separable block-angular problems, Matrix-free interior point method for compressed sensing problems, Non-interior-point smoothing Newton method for CP revisited and its application to support vector machines, On partial Cholesky factorization and a variant of quasi-Newton preconditioners for symmetric positive definite matrices, A Hamiltonian decomposition for fast interior-point solvers in model predictive control, Quasi-Newton approaches to interior point methods for quadratic problems, Implementation of interior-point methods for LP based on Krylov subspace iterative solvers with inner-iteration preconditioning, An ADMM-based interior-point method for large-scale linear programming, An inexact dual logarithmic barrier method for solving sparse semidefinite programs
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Quadratic regularizations in an interior-point method for primal block-angular problems
- Convergence analysis of the inexact infeasible interior-point method for linear optimization
- Further development of multiple centrality correctors for interior point methods
- On scaled projections and pseudoinverses
- A primal-dual infeasible-interior-point algorithm for linear programming
- A QMR-based interior-point algorithm for solving linear programs
- Inexact interior-point method
- A new class of preconditioners for large-scale linear systems from interior point methods for linear programming
- Preconditioning indefinite systems in interior point methods for optimization
- On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods
- Inexact constraint preconditioners for linear systems arising in interior point methods
- Convergence Analysis of Inexact Infeasible-Interior-Point Algorithms for Solving Linear Programming Problems
- On the Solution of Equality Constrained Quadratic Programming Problems Arising in Optimization
- Numerical solution of saddle point problems
- Exact Regularization of Convex Programs
- A Matrix-Free Algorithm for Equality Constrained Optimization Problems with Rank-Deficient Jacobians
- LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
- Inexact Newton Methods
- Preconditioners for Indefinite Systems Arising in Optimization
- A Preconditioned Iterative Method for Saddlepoint Problems
- Atomic Decomposition by Basis Pursuit
- Fast Iterative Solution of Stabilised Stokes Systems Part II: Using General Block Preconditioners
- Interior-Point Methods for Massive Support Vector Machines
- Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization
- Krylov Subspace Methods for Saddle Point Problems with Indefinite Preconditioning
- On the Stability of Cholesky Factorization for Symmetric Quasidefinite Systems
- An Iterative Solver-Based Infeasible Primal-Dual Path-Following Algorithm for Convex Quadratic Programming
- Implicit-Factorization Preconditioning and Iterative Solvers for Regularized Saddle-Point Systems