Infeasible constraint-reduced interior-point methods for linear optimization

DOI10.1080/10556788.2011.589056zbMath1276.90083OpenAlexW2009249377MaRDI QIDQ5200562

Meiyun Y. He, André L. Tits

Publication date: 6 November 2012

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2011.589056

zbMATH Keywords

linear programminginterior-point methodsconstraint reductionmany constraintsinfeasible initial points

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Linear programming (90C05) Interior-point methods (90C51) Semi-infinite programming (90C34)

Related Items

A constraint-reduced MPC algorithm for convex quadratic programming, with a modified active set identification scheme, Addressing rank degeneracy in constraint-reduced interior-point methods for linear optimization, An infeasible-start framework for convex quadratic optimization, with application to constraint-reduced interior-point and other methods

Uses Software

• Mosek
• rMPC

Cites Work

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• An Infeasible-Interior-Point Predictor-Corrector Algorithm for Linear Programming
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• Constraint Reduction for Linear Programs with Many Inequality Constraints