The BPMPD interior point solver for convex quadratic problems
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Publication:4504788
DOI10.1080/10556789908805758zbMath0973.90521OpenAlexW2092163279MaRDI QIDQ4504788
Publication date: 5 December 2001
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556789908805758
Quadratic programming (90C20) Interior-point methods (90C51) Packaged methods for numerical algorithms (65Y15)
Related Items (15)
Game theoretic models for climate change negotiations ⋮ The practical behavior of the homogeneous self-dual formulations in interior point methods ⋮ Detecting ``dense columns in interior point methods for linear programs ⋮ On sparse matrix orderings in interior point methods ⋮ Regularization techniques in interior point methods ⋮ A global piecewise smooth Newton method for fast large-scale model predictive control ⋮ A linear optimization-based method for data privacy in statistical tabular data ⋮ Augmented Lagrangian method for large-scale linear programming problems ⋮ Four Good Reasons to Use an Interior Point Solver Within a MIP Solver ⋮ Finding the projection of a given point on the set of solutions of a linear programming problem ⋮ Exploiting hardware capabilities in interior point methods ⋮ Solving quadratically constrained convex optimization problems with an interior-point method ⋮ Conflict Analysis for MINLP ⋮ QPALM: a proximal augmented Lagrangian method for nonconvex quadratic programs ⋮ Sparsity in convex quadratic programming with interior point methods
Uses Software
Cites Work
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- Yale sparse matrix package I: The symmetric codes
- On the Implementation of a Primal-Dual Interior Point Method
- Analysis of mathematical programming problems prior to applying the simplex algorithm
- Higher-Order Predictor-Corrector Interior Point Methods with Application to Quadratic Objectives
- On free variables in interior point methods
- PCx: an interior-point code for linear programming
- Symmetric Quasidefinite Matrices
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