The BPMPD interior point solver for convex quadratic problems

DOI10.1080/10556789908805758zbMath0973.90521OpenAlexW2092163279MaRDI QIDQ4504788

Csaba Meszaros

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

zbMATH Keywords

constrained optimizationinterior point methods

Mathematics Subject Classification ID

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

• BPMPD
• symrcm
• NETLIB LP Test Set
• Decision tree for optimization software

Cites Work

• Redundancy in mathematical programming. A state-of-the-art survey
• Computational experience with a primal-dual interior point method for linear programming
• On scaled projections and pseudoinverses
• Interior path following primal-dual algorithms. II: Convex quadratic programming
• The augmented system variant of IPMs in two-stage stochastic linear programming computation
• The role of the augmented system in interior point methods
• Fast Cholesky factorization for interior point methods of linear programming
• On superlinear convergence of infeasible interior-point algorithms for linearly constrained convex programs
• Symmetric indefinite systems for interior point methods
• Primal-dual target-following algorithms for linear programming
• Evolution of Linear Programming Computing Techniques
• 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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