zbMath0863.65031MaRDI QIDQ5691079
Stephen J. Wright
Publication date: 13 January 1997
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
A new infeasible interior-point algorithm with full step for linear optimization based on a simple function,
Improving an interior-point algorithm for multicommodity flows by quadratic regularizations,
Extreme points of well-posed polytopes,
A wide neighborhood arc-search interior-point algorithm for convex quadratic programming,
A robust and efficient proposal for solving linear systems arising in interior-point methods for linear programming,
A Newton's method for perturbed second-order cone programs,
Constraint Interface Preconditioning for Topology Optimization Problems,
Nonlinear model predictive control based on constraint transformation,
An interior-point approach for primal block-angular problems,
Inexact constraint preconditioners for linear systems arising in interior point methods,
Using constraint preconditioners with regularized saddle-point problems,
Preconditioning and iterative solution of symmetric indefinite linear systems arising from interior point methods for linear programming,
Stopping criteria for inner iterations in inexact potential reduction methods: a computational study,
Detecting ``dense columns in interior point methods for linear programs, Trajectory-following methods for large-scale degenerate convex quadratic programming, On the update of constraint preconditioners for regularized KKT systems, Computing Gaussian \& exponential measures of semi-algebraic sets, A comparison of reduced and unreduced KKT systems arising from interior point methods, Two wide neighborhood interior-point methods for symmetric cone optimization, Kernel-function-based primal-dual interior-point methods for convex quadratic optimization over symmetric cone, A new approach for solving nonlinear algebraic systems with complementarity conditions. Application to compositional multiphase equilibrium problems, Updating Constraint Preconditioners for KKT Systems in Quadratic Programming Via Low-Rank Corrections, DeepParticle: learning invariant measure by a deep neural network minimizing Wasserstein distance on data generated from an interacting particle method, Maximum penalized likelihood estimation of additive hazards models with partly interval censoring, An efficient arc-search interior-point algorithm for convex quadratic programming with box constraints, Preconditioned global GPBiCG method for solving saddle point problems with multiple right-hand sides and its convergence analysis, Measure transformation and efficient quadrature in reduced-dimensional stochastic modeling of coupled problems, A constraint-reduced MPC algorithm for convex quadratic programming, with a modified active set identification scheme, PAL-Hom method for QP and an application to LP, Optimized choice of parameters in interior-point methods for linear programming, Complexity analysis of interior point methods for linear programming based on a parameterized kernel function, Spectral estimates for unreduced symmetric KKT systems arising from Interior Point methods, Matrix-Free Convex Optimization Modeling, Unnamed Item, Preconditioning indefinite systems in interior point methods for large scale linear optimisation, Rescaled proximal methods for linearly constrained convex problems, A complementarity partition theorem for multifold conic systems, Recent Developments in Optimal Power Flow Modeling Techniques, Optimal experimental design and some related control problems, General primal-dual penalty/barrier path-following Newton methods for nonlinear programming, Open-loop optimal controller design using variational iteration method, Steplength selection in interior-point methods for quadratic programming, On the iterative solution of KKT systems in potential reduction software for large-scale quadratic problems, Complexity of large-update interior point algorithm for \(P_{*}(\kappa )\) linear complementarity problems, Structure-Exploiting Interior Point Methods, Improving solver success in reaching feasibility for sets of nonlinear constraints, New complexity analysis of IIPMs for linear optimization based on a specific self-regular function, Dual versus primal-dual interior-point methods for linear and conic programming, Corrector-predictor methods for monotone linear complementarity problems in a wide neighborhood of the central path, Probability model selection using information-theoretic optimization criterion, Information-statistical pattern based approach for data mining, Interior Point Methods for Nonlinear Optimization, Complexity reduction in MPC for stochastic max-plus-linear discrete event systems by variability expansion, How good are interior point methods? Klee-Minty cubes tighten iteration-complexity bounds, Symmetric-triangular decomposition and its applications. II: Preconditioners for indefinite systems, Parallel interior-point solver for structured quadratic programs: Application to financial planning problems, Mesh-independence of semismooth Newton methods for Lavrentiev-regularized state constrained nonlinear optimal control problems, Design of smallest size two-dimensional linear-phase FIR filters with magnitude error constraint, Generation of degenerate linear programming problems, A hybrid optimization technique coupling an evolutionary and a local search algorithm, A new large-update interior point algorithm for \(P_*(\kappa )\) linear complementarity problems, Primal-dual nonlinear rescaling method with dynamic scaling parameter update, An interior-point algorithm for elastoplasticity, Coarse-Convex-Compactification Approach to Numerical Solution of Nonconvex Variational Problems, Complexity analysis of interior-point methods for linear optimization based on some conditions on kernel function, Two aggregate-function-based algorithms for analysis of 3D frictional contact by linear complementarity problem formulation, Searching for mutually orthogonal Latin squares via integer and constraint programming, A primal-dual interior-point algorithm for quadratic programming, Symbolic implementation of interior point method for linear programming problem, A smoothing heuristic for a bilevel pricing problem, MPC for continuous piecewise-affine systems, Duality and Convex Programming, A SELF-REGULAR NEWTON BASED ALGORITHM FOR LINEAR OPTIMIZATION, Kernel-function Based Primal-Dual Algorithms forP*(κ) Linear Complementarity Problems, A Frisch-Newton algorithm for sparse quantile regression, Complexity analysis of a weighted-full-Newton step interior-point algorithm forP∗(κ)-LCP, Linear algebra algorithms as dynamical systems, Interior-point methods for optimization, A predictor-corrector algorithm for linear optimization based on a modified Newton direction, High-Performance Parallel Support Vector Machine Training, Surface Reconstruction via L 1-Minimization, PENNON: Software for Linear and Nonlinear Matrix Inequalities, A full-modified-Newton step infeasible interior-point algorithm for linear optimization, Natural Preconditioning and Iterative Methods for Saddle Point Systems, Interior-point solver for convex separable block-angular problems, The other side of ranking schemes: generating weights for specified outcomes, Null-Space Preconditioners for Saddle Point Systems, Object Library of Algorithms for Dynamic Optimization Problems: Benchmarking SQP and Nonlinear Interior Point Methods, On the Turing Model Complexity of Interior Point Methods for Semidefinite Programming, On the solution of complementarity problems arising in American options pricing, Performance bounds and suboptimal policies for linear stochastic control via LMIs, Variationally consistent discretization schemes and numerical algorithms for contact problems, Globally Convergent Primal-Dual Active-Set Methods with Inexact Subproblem Solves, MULTIDIMENSIONAL CALIBRATION OF CRUDE OIL AND REFINED PRODUCTS VIA SEMIDEFINITE PROGRAMMING TECHNIQUES, Sparsity in convex quadratic programming with interior point methods, The central path visits all the vertices of the Klee–Minty cube, Sensitivity analysis in linear optimization: invariant support set intervals, Support vector regression with noisy data: a second order cone programming approach, Minimum-distance controlled perturbation methods for large-scale tabular data protection, An infeasible primal-dual interior point algorithm for linear programs based on logarithmic equivalent transformation, Numerical aspects in developing LP softwares, LPAKO and LPABO, Computational complexity of optimization and crude range testing: A new approach motivated by fuzzy optimization, Infeasible interior-point method for symmetric optimization using a positive-asymptotic barrier, A level set approach for the solution of a state-constrained optimal control problem, Linear mixed models and penalized least squares, The convergence of an interior-point method using modified search directions in final iterations, Fractional multi-commodity flow problem: duality and optimality conditions, A wide neighborhood interior-point algorithm with arc-search for \(P_{\ast}(\kappa)\) linear complementarity problem, Recent advances in quadratic programming algorithms for nonlinear model predictive control, Non-interior smoothing algorithm for frictional contact problems, Incomplete orthogonalization preconditioners for solving large and dense linear systems which arise from semidefinite programming, Polynomial convergence of Mehrotra-type prediction-corrector infeasible-IPM for symmetric optimization based on the commutative class directions, A full Nesterov-Todd-step feasible primal-dual interior point algorithm for convex quadratic semi-definite optimization, A wide neighborhood primal-dual predictor-corrector interior-point method for symmetric cone optimization, A two-resource allocation algorithm with an application to large-scale zero-sum defensive games, An arc-search \({\mathcal {O}}(nL)\) infeasible-interior-point algorithm for linear programming, Criss-cross methods: A fresh view on pivot algorithms, A modified and simplified full Nesterov-Todd step \(\mathcal {O}(N)\) infeasible interior-point method for second-order cone optimization, An approximation method for computing the expected value of max-affine expressions, Applications of second-order cone programming, Global probability maximization for a Gaussian bilateral inequality in polynomial time, A superlinearly convergent wide-neighborhood predictor-corrector interior-point algorithm for linear programming, Complexity analysis of a full-{N}ewton step interior-point method for linear optimization, Generalized Kalman smoothing: modeling and algorithms, A framework for multivariable algebraic loops in linear anti-windup implementations, Strictly feasible solutions and strict complementarity in multiple objective linear optimization, Fast interior point solution of quadratic programming problems arising from PDE-constrained optimization, A full-Newton step infeasible interior-point algorithm for \(P_\ast (\kappa)\) linear complementarity problem, Stability and accuracy of inexact interior point methods for convex quadratic programming, An interior-point implementation developed and tuned for radiation therapy treatment planning, An interior-point \(\ell_{\frac{1}{2}}\)-penalty method for inequality constrained nonlinear optimization, Lexicographic extension of the reference point method applied in radiation therapy treatment planning, A new full Nesterov-Todd step feasible interior-point method for convex quadratic symmetric cone optimization, On the minimum norm solution of linear programs, A multi-objective interpretation of optimal transport, A primal-dual large-update interior-point algorithm for \(P_*(\kappa)\)-LCP based on a new class of kernel functions, On the extension of an arc-search interior-point algorithm for semidefinite optimization, Efficient robust optimization for robust control with constraints, An optimization approach to multiple sequence alignment, Computing solutions of the multiclass network equilibrium problem with affine cost functions, Some developments in the theory of shape constrained inference, Variants of the Uzawa method for three-order block saddle point problem, Superlinear convergence of the control reduced interior point method for PDE constrained optimization, Thermal analysis of longitudinal fin with temperature-dependent properties and internal heat generation by a novel intelligent computational approach using optimized Chebyshev polynomials, Direct analytical solution of a modified form of the meshing equations in two dimensions for non-conjugate gear contact, Semidefinite programming for the educational testing problem, A comparison of solvers for linear complementarity problems arising from large-scale masonry structures., A specialized primal-dual interior point method for the plastic truss layout optimization, Mehrotra-type predictor-corrector algorithms for sufficient linear complementarity problem, Interior point methods in DEA to determine non-zero multiplier weights, A primal-dual regularized interior-point method for convex quadratic programs, The asymptotic optimal partition and extensions of the nonsubstitution theorem, A starting point strategy for nonlinear interior methods., The Kantorovich theorem and interior point methods, On self-regular IPMs (with comments and rejoinder), Stabilization of Mehrotra's primal-dual algorithm and its implementation, Complexity analysis and numerical implementation of a short-step primal-dual algorithm for linear complementarity problems, Examples of ill-behaved central paths in convex optimization, A globally convergent non-interior point algorithm with full Newton step for second-order cone programming, Multiphase image segmentation and modulation recovery based on shape and topological sensitivity, Large-step interior-point algorithm for linear optimization based on a new wide neighbourhood, Adaptive large-neighborhood self-regular predictor-corrector interior-point methods for linear optimization, Enlarging neighborhoods of interior-point algorithms for linear programming via least values of proximity measure functions, An algorithm for the fast solution of symmetric linear complementarity problems, Compressive sensing in signal processing: algorithms and transform domain formulations, Note on implementing the new sphere method for LP using matrix inversions sparingly, A polynomial-time algorithm for linear optimization based on a new class of kernel functions, Exploring complexity of large update interior-point methods for \(P_*(\kappa )\) linear complementarity problem based on kernel function, Predictive control for hybrid systems. Implications of polyhedral pre-computations, Warmstarting for interior point methods applied to the long-term power planning problem, Some disadvantages of a Mehrotra-type primal-dual corrector interior point algorithm for linear programming, Recovering a probabilistic knowledge structure by constraining its parameter space, Performance bounds for linear stochastic control, Numerical simulation of contact problems in vane machinery by a parametric quadratic programming method, Partitioning multiple objective optimal solutions with applications in radiotherapy design, Convergence analysis of the inexact infeasible interior-point method for linear optimization, Primal central paths and Riemannian distances for convex sets, Implementation of warm-start strategies in interior-point methods for linear programming in fixed dimension, Further development of multiple centrality correctors for interior point methods, Infeasible predictor-corrector interior-point method applied to image restoration in the presence of noise, Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics, A Newton-like method for nonlinear system of equations, SICOpt: Solution approach for nonlinear integer stochastic programming problems, Condition measures and properties of the central trajectory of a linear program, Warm start of the primal-dual method applied in the cutting-plane scheme, Dynamic programming method for constrained discrete-time optimal control, Analytic solutions and triality theory for nonconvex and nonsmooth variational problems with applications, A new class of polynomial primal-dual methods for linear and semidefinite optimization, Analytic centers and repelling inequalities, A canonical process for estimation of convex functions: the ``invelope of integrated Brownian motion \(+t^ 4\).,
On improved Choi-Goldfarb solution-containing ellipsoids in linear programming,
Steplengths in interior-point algorithms of quadratic programming,
Piecewise linear methods for nonlinear equations and optimization,
Interior-point methods,
A new algorithm for geometric programming based on the linear structure of its dual problem.,
Piecewise-affine Lyapunov functions for discrete-time linear systems with saturating controls,
A theory of complexity for continuous time systems,
Global convergence enhancement of classical linesearch interior point methods for MCPs,
Primal-dual Newton-type interior-point method for topology optimization,
Parallel interior-point method for linear and quadratic programs with special structure,
An efficient logarithmic barrier method without line search for convex quadratic programming,
Unnamed Item,
Full Nesterov-Todd step feasible interior-point algorithm for symmetric cone horizontal linear complementarity problem based on a positive-asymptotic barrier function,
A Mehrotra Type Predictor-Corrector Interior-Point Method for P∗(κ)-HLCP,
A new interior-point approach for large separable convex quadratic two-stage stochastic problems,
An O(r(cond(G))1/4log¼ϵ−1) iteration predictor–corrector interior-point method with a new one-norm neighbourhood for symmetric cone optimization,
Control system design by using a multi-controller approach with a real-time experimentation for a robot wrist,
Efficient Preconditioners for Interior Point Methods via a New Schur Complement-Based Strategy,
A modified algorithm for the strict feasibility problem,
A globally convergent regularized interior point method for constrained optimization,
Efficient solution of second order cone program for model predictive control,
Generalized System Identification with Stable Spline Kernels,
An adaptive self-regular proximity-based large-update IPM for LO,
Log-Barrier Interior Point Methods Are Not Strongly Polynomial,
The interior-point revolution in optimization: History, recent developments, and lasting consequences,
The Support Reduction Algorithm for Computing Non‐Parametric Function Estimates in Mixture Models,
Copula density estimation by finite mixture of parametric copula densities,
An affine scaling method using a class of differential barrier functions: primal approach,
Primal-Dual Path-Following Methods and the Trust-Region Updating Strategy for Linear Programming with Noisy Data,
Multicompartment magnetic resonance fingerprinting,
On Geometrical Properties of Preconditioners in IPMs for Classes of Block-Angular Problems,
A New Stopping Criterion for Krylov Solvers Applied in Interior Point Methods,
On GSOR, the Generalized Successive Overrelaxation Method for Double Saddle-Point Problems,
IPRQP: a primal-dual interior-point relaxation algorithm for convex quadratic programming,
Interior Point Methods in Optimal Control Problems of Affine Systems: Convergence Results and Solving Algorithms,
MG-CNN: a deep CNN to predict saddle points of matrix games,
Numerically efficient and robust Interior-point algorithm for finite strain rate-independent crystal plasticity,
A New Approach to the Splitting Factor Preconditioner Applied to Linear Programming Problems,
On the effectiveness of sequential linear programming for the pooling problem,
A step-truncated method in a wide neighborhood interior-point algorithm for linear programming,
On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach,
Primal-Dual Algorithms for P ∗(κ) Linear Complementarity Problems Based on Kernel-Function with Trigonometric Barrier Term,
Consensus-based distributed moving horizon estimation with constraints,
Complexity of primal-dual interior-point algorithm for linear programming based on a new class of kernel functions,
Interior-point algorithm for linear programming based on a new descent direction,
Hardness Results for Structured Linear Systems,
Unnamed Item,
Unnamed Item,
New Interior-Point Algorithm for Symmetric Optimization Based on a Positive-Asymptotic Barrier Function,
On the GTSOR-like Method for the Augmented systems,
The solution of euclidean norm trust region SQP subproblems via second-order cone programs: an overview and elementary introduction,
What Tropical Geometry Tells Us about the Complexity of Linear Programming,
A Regularized Factorization-Free Method for Equality-Constrained Optimization,
Solving limit analysis problems: an interior-point method,
Adapting Regularized Low-Rank Models for Parallel Architectures,
Improving a primal–dual simplex-type algorithm using interior point methods,
Primal interior-point decomposition algorithms for two-stage stochastic extended second-order cone programming,
Complexity of general continuous minimization problems: a survey,
An interior point method for linear programming based on a class of Kernel functions,
Interior‐Point Method to Optimize Tire Force Allocation in 4‐Wheeled Vehicles Using High‐Level Sliding Mode Control with Adaptive Gain,
A self-adjusting primal–dual interior point method for linear programs,
Verification for existence of solutions of linear complementarity problems,
An easy way to teach interior-point methods.,
Two direct methods in linear programming,
Enhancing the behavior of interior-point methods via identification of variables,
A primal-dual interior-point algorithm for symmetric optimization based on a new method for finding search directions,
A long-step primal--dual algorithm for the symmetric programming problem,
A dynamic large-update primal‐dual interior-point method for linear optimization,
The trust region subproblem and semidefinite programming*,
LP-based heuristics for the capacitated lot-sizing problem: The interaction of model formulation and solution algorithm,
A general class of penalty/barrier path-following Newton methods for nonlinear programming,
Approximation of reachable sets by direct solution methods for optimal control problems,
Experiments with a hybrid interior point/combinatorial approach for network flow problems,
Limiting behavior of the Alizadeh–Haeberly–Overton weighted paths in semidefinite programming,
Introduction,
Unnamed Item,
Computing the Splitting Preconditioner for Interior Point Method Using an Incomplete Factorization Approach,
Global convergence technique for the Newton method with periodic Hessian evaluation,
Mesh independence and fast local convergence of a primal-dual active-set method for mixed control-state constrained elliptic control problems,
Model predictive control for perturbed max-plus-linear systems,
An improved derandomized approximation algorithm for the max-controlled set problem,
First-order semidefinite programming for the two-electron treatment of many-electron atoms and molecules,
On the coupled continuous knapsack problems: projection onto the volume constrained Gibbs \(N\)-simplex,
Interior point optimization and limit analysis: an application,
An interior point Newton-like method for non-negative least-squares problems with degenerate solution,
Structured computation of optimal controls for constrained cascade systems,
On Barrier and Modified Barrier Multigrid Methods for Three-Dimensional Topology Optimization,
Improving the convergence of non-interior point algorithms for nonlinear complementarity problems,
Optimal Flight Paths Reducing the Aircraft Noise during Landing,
An Infeasible Interior-Point Method with Nonmonotonic Complementarity Gaps,
LPAKO: A Simplex-based Linear Programming Program,
A Single-Phase, Proximal Path-Following Framework,
Matrix-free algorithm for the large-scale constrained trust-region subproblem,
Implementation of infinite-dimensional interior-point method for solving multi-criteria linear-quadratic control problem,
New complexity analysis of full Nesterov-Todd step infeasible interior point method for second-order cone optimization,
A New Predictor-corrector Infeasible Interior-point Algorithm for Linear Optimization in aWide Neighborhood,
Fast Iterative Solution of the Optimal Transport Problem on Graphs,
A primal-dual interior point algorithm for convex quadratic programming based on a new parametric kernel function,
How Many Steps Still Left to $x$*?,
Extending Mehrotra and Gondzio higher order methods to mixed semidefinite-quadratic-linear programming,
Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization,
User'S guide To Lipsol linear-programming interior point solvers V0.4,
PCx: an interior-point code for linear programming,
The BPMPD interior point solver for convex quadratic problems,
LOQO:an interior point code for quadratic programming,
Benchmarking interior point Lp/Qp solvers,
Material-separating regularizer for multi-energy x-ray tomography,
Convex Programming with Separable Ellipsoidal Constraints: Application in Contact Problems with Orthotropic Friction,
Path-following interior-point algorithm for monotone linear complementarity problems,
Solving security constrained optimal power flow problems by a structure exploiting interior point method,
Sensitivity analysis of linear programming in the presence of correlation among right-hand side parameters or objective function coefficients,
Optimum dimensional synthesis of planar mechanisms with geometric constraints,
An arc-search infeasible-interior-point method for symmetric optimization in a wide neighborhood of the central path,
Alternating direction method of multipliers for linear programming,
Three effective preconditioners for double saddle point problem,
Fast solvers for optimal control problems from pattern formation,
A decomposition-based crash-start for stochastic programming,
A new wide-neighborhood predictor-corrector interior-point method for semidefinite optimization,
Asymptotic optimality of maximum pressure policies in stochastic processing networks,
Kernel based support vector machine via semidefinite programming: application to medical diagnosis,
A wide neighborhood arc-search interior-point algorithm for convex quadratic programming with box constraints and linear constraints,
Cubic regularized Newton method for the saddle point models: a global and local convergence analysis,
A finite termination Mehrotra-type predictor-corrector algorithm,
A primal-dual interior-point algorithm for nonsymmetric exponential-cone optimization,
Iteratively reweighted least squares and slime mold dynamics: connection and convergence,
Projected orthogonal vectors in two-dimensional search interior point algorithms for linear programming,
Estimating shape parameters of piecewise linear-quadratic problems,
A logarithmic barrier interior-point method based on majorant functions for second-order cone programming,
A linear programming primer: from Fourier to Karmarkar,
A new proposal to improve the early iterations in the interior point method,
A common approximation framework for early work, late work, and resource leveling problems,
Complexity analysis and numerical implementation of primal-dual interior-point methods for convex quadratic optimization based on a finite barrier,
Polynomial convergence of second-order mehrotra-type predictor-corrector algorithms over symmetric cones,
Synchronization problems in computer vision with closed-form solutions,
Uniform boundedness of the inverse of a Jacobian matrix arising in regularized interior-point methods,
Effective zero-norm minimization algorithms for noisy compressed sensing,
A corrector-predictor interior-point method with new search direction for linear optimization,
Warmstarting the homogeneous and self-dual interior point method for linear and conic quadratic problems,
MIRHA: multi-start biased randomization of heuristics with adaptive local search for solving non-smooth routing problems,
Preconditioning for sparse linear systems at the dawn of the 21st century: history, current developments, and future perspectives,
Vehicle sliding mode control with adaptive upper bounds: static versus dynamic allocation to saturated tire forces,
Predictor-corrector primal-dual interior point method for solving economic dispatch problems: a postoptimization analysis,
Learning to classify with missing and corrupted features,
Convex fuzzy \(k\)-medoids clustering,
Switching preconditioners using a hybrid approach for linear systems arising from interior point methods for linear programming,
Implementation of an interior point method with basis preconditioning,
Application of interior-point methods to model predictive control,
On the Newton interior-point method for nonlinear programming problems,
A new wide neighborhood primal-dual second-order corrector algorithm for linear optimization,
A wide neighborhood predictor-infeasible corrector interior-point algorithm for linear optimization,
Design of unsupervised fractional neural network model optimized with interior point algorithm for solving Bagley-Torvik equation,
A regularized smoothing method for fully parameterized convex problems with applications to convex and nonconvex two-stage stochastic programming,
Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization,
COSMO: a conic operator splitting method for convex conic problems,
A massively parallel interior-point solver for LPs with generalized arrowhead structure, and applications to energy system models,
Two computationally efficient polynomial-iteration infeasible interior-point algorithms for linear programming,
Modified controlled Cholesky factorization for preconditioning linear systems from the interior-point method,
A new primal-dual interior-point method for semidefinite optimization based on a parameterized kernel function,
A compressed-sensing approach for closed-loop optimal control of nonlinear systems,
Addressing rank degeneracy in constraint-reduced interior-point methods for linear optimization,
Efficient methods for solving the Stokes problem with slip boundary conditions,
Solving large-scale optimization problems related to Bell's theorem,
A scalable algorithm for MAP estimators in Bayesian inverse problems with Besov priors,
Application of a GPU-accelerated hybrid preconditioned conjugate gradient approach for large 3D problems in computational geomechanics,
A survey on the high convergence orders and computational convergence orders of sequences,
An adaptive updating full-Newton step interior-point algorithm with modified Newton direction,
A full-Newton step feasible weighted primal-dual interior point algorithm for monotone LCP,
Iterative solution methods for mesh approximation of control and state constrained optimal control problem with observation in a part of the domain,
A new approach for finding a basis for the splitting preconditioner for linear systems from interior point methods,
A full-Newton step infeasible interior-point algorithm based on darvay directions for linear optimization,
Exploiting structure in parallel implementation of interior point methods for optimization,
A posteriori estimates distinguishing the error components and adaptive stopping criteria for numerical approximations of parabolic variational inequalities,
\textsc{AbsTaylor}: upper bounding with inner regions in nonlinear continuous global optimization problems,
A unified framework for high-order numerical discretizations of variational inequalities,
Accelerating the shift-splitting iteration algorithm,
An interior point-proximal method of multipliers for convex quadratic programming,
QPLIB: a library of quadratic programming instances,
When do birds of a feather flock together? \(k\)-means, proximity, and conic programming,
An accelerated L-shaped method for solving two-stage stochastic programs in disaster management,
Simplified infeasible interior-point algorithm for linear optimization based on a simple function,
Learning chordal extensions,
A polynomial-iteration infeasible interior-point algorithm with arc-search for semidefinite optimization,
A conjugate direction based simplicial decomposition framework for solving a specific class of dense convex quadratic programs,
A wide neighborhood interior-point algorithm based on the trigonometric kernel function,
A new full-Newton step interior-point method for \(P_*(\kappa)\)-LCP based on a positive-asymptotic kernel function,
An interior-point algorithm for linear programming with optimal selection of centering parameter and step size,
Advances in the simulation of viscoplastic fluid flows using interior-point methods,
Design and implementation of a modular interior-point solver for linear optimization,
A primal-dual interior point method for \(P_{\ast}\left(\kappa \right)\)-HLCP based on a class of parametric kernel functions,
A full-Newton step feasible interior-point algorithm for monotone horizontal linear complementarity problems,
A Hamiltonian decomposition for fast interior-point solvers in model predictive control,
An infeasible interior-point arc-search algorithm for nonlinear constrained optimization,
On complexity of a new Mehrotra-type interior point algorithm for \(P_\ast(\kappa )\) linear complementarity problems,
A predictor-corrector affine scaling method to train optimized extreme learning machine,
Nonparametric estimation of blood alcohol concentration from transdermal alcohol measurements using alcohol biosensor devices,
Theory of functional connections applied to quadratic and nonlinear programming under equality constraints,
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,
Alternating positive semidefinite splitting preconditioners for double saddle point problems,
Nonparametric estimation of the lifetime and disease onset distributions for a survival-sacrifice model,
Block preconditioners for linear systems in interior point methods for convex constrained optimization,
An infeasible-start framework for convex quadratic optimization, with application to constraint-reduced interior-point and other methods,
Generalized affine scaling algorithms for linear programming problems,
LASSO for streaming data with adaptative filtering,
A primal-dual interior-point relaxation method with global and rapidly local convergence for nonlinear programs,
Robust and efficient primal-dual Newton-Krylov solvers for viscous-plastic sea-ice models,
Novel kernel function with a hyperbolic barrier term to primal-dual interior point algorithm for SDP problems,
On the convergence of a predictor-corrector variant algorithm,
Improving an interior-point approach for large block-angular problems by hybrid preconditioners,
Interior-point algorithm for symmetric cone horizontal linear complementarity problems based on a new class of algebraically equivalent transformations,
A Geodesic Interior-Point Method for Linear Optimization over Symmetric Cones,
Log-domain interior-point methods for convex quadratic programming,
Primal-dual interior-point algorithm for symmetric model predictive control,
Proximal stabilized interior point methods and \textit{low-frequency-update} preconditioning techniques,
A generalized simplified Hermitian and skew-Hermitian splitting preconditioner for double saddle point problems,
Matrix Balancing Based Interior Point Methods for Point Set Matching Problems,
A polynomial time infeasible interior-point arc-search algorithm for convex optimization,
Robust estimation in regression and classification methods for large dimensional data,
To study the hyperbolic annular fin with temperature dependent thermal conductivity via optimized Chebyshev polynomials with interior point algorithm,
Tailored presolve techniques in branch‐and‐bound method for fast mixed‐integer optimal control applications,
Complexity analysis of interior point methods for convex quadratic programming based on a parameterized Kernel function,
A Newton-Type Globally Convergent Interior-Point Method To Solve Multi-Objective Optimization Problems,
A second-order corrector wide neighborhood infeasible interior-point method for linear optimization based on a specific kernel function,
Sparse block factorization of saddle point matrices,
Computation of projection regression depth and its induced median,
A local convergence analysis of bilevel decomposition algorithms,
A wide neighborhood infeasible-interior-point method with arc-search for linear programming,
Interior point method for long-term generation scheduling of large-scale hydrothermal systems,
A Mizuno-Todd-Ye predictor-corrector infeasible-interior-point method for linear programming over symmetric cones,
A new primal-dual predictor-corrector interior-point method for linear programming based on a wide neighbourhood,
Starting-point strategies for an infeasible potential reduction method,
Representing the space of linear programs as the Grassmann manifold,
On a special class of regularized central paths for semidefinite programs,
A stable primal-dual approach for linear programming under nondegeneracy assumptions,
Crash start of interior point methods,
Primal-dual nonlinear rescaling method for convex optimization,
Computing aviation sparing policies: solving a large nonlinear integer program,
A logarithmic barrier approach for linear programming,
A smoothing Newton-type algorithm of stronger convergence for the quadratically constrained convex quadratic programming,
Using the primal-dual interior point algorithm within the branch-price-and-cut method,
A new large-update interior point algorithm for \(P_{*}(\kappa)\) LCPs based on kernel functions,
Nonlinear rescaling as interior quadratic prox method in convex optimization,
Optimization problems in electron microscopy of single particles,
Computationally efficient approach for the minimization of volume constrained vector-valued Ginzburg-Landau energy functional,
Polynomial time second order mehrotra-type predictor--corrector algorithms,
A compressed primal-dual method for generating bivariate cubic \(L_{1}\) splines,
An infeasible-start path-following method for monotone LCPs,
A note on the use of vector barrier parameters for interior-point methods,
On the enrouting protocol problem under uncertainty,
A Newton method for solving continuous multiple material minimum compliance problems,
Techniques for exploring the suboptimal set,
Newton's method and its use in optimization,
A heuristic for the long-term electricity generation planning problem using the Bloom and Gallant formulation,
An adaptation of the dual-affine interior point method for the surface flatness problem,
Artificial time integration,
Weighted-path-following interior-point algorithm to monotone mixed linear complementarity problem,
A polynomial arc-search interior-point algorithm for linear programming,
A kernel function based interior-point methods for solving \(P_{*}(\kappa )\)-linear complementarity problem,
A feasible directions algorithm for nonlinear complementarity problems and applications in mechanics,
A 99 line code for discretized Michell truss optimization written in Mathematica,
Approximation accuracy, gradient methods, and error bound for structured convex optimization,
Postponing the choice of the barrier parameter in Mehrotra-type predictor-corrector algorithms,
Solving frictional contact problems by two aggregate-function-based algorithms,
A novel non-linear approach to minimal area rectangular packing,
A numerical study of an infeasible primal-dual path-following algorithm for linear programming,
Using an iterative linear solver in an interior-point method for generating support vector machines,
A new complexity analysis for full-Newton step infeasible interior-point algorithm for horizontal linear complementarity problems,
CVXGEN: a code generator for embedded convex optimization,
Implementation of nonsymmetric interior-point methods for linear optimization over sparse matrix cones,
Smoothed analysis of condition numbers and complexity implications for linear programming,
Penalized spline support vector classifiers computational issues,
A polynomial arc-search interior-point algorithm for convex quadratic programming,
Equilibration techniques for solving contact problems with Coulomb friction,
An adaptive-step primal-dual interior point algorithm for linear optimization,
Hopfield neural networks in large-scale linear optimization problems,
Matrix-free interior point method,
A constraint-reduced variant of Mehrotra's predictor-corrector algorithm,
Path-following for optimal control of stationary variational inequalities,
First-order algorithm with \({\mathcal{O}(\ln(1/\epsilon))}\) convergence for \({\epsilon}\)-equilibrium in two-person zero-sum games,
A projected-gradient interior-point algorithm for complementarity problems,
Adaptive constraint reduction for convex quadratic programming,
Abstract interpretation meets convex optimization,
An interior-exterior approach for convex quadratic programming,
Interior point methods 25 years later,
An \(O(\sqrt nL)\) iteration primal-dual second-order corrector algorithm for linear programming,
A preconditioning technique for Schur complement systems arising in stochastic optimization,
Primal-dual relationship between Levenberg-Marquardt and central trajectories for linearly constrained convex optimization,
Quadratic regularizations in an interior-point method for primal block-angular problems,
Parametric variational solution of linear-quadratic optimal control problems with control inequality constraints,
A finite element procedure for rigorous numerical enclosures on the limit load in the analysis of multibody structures,
Mixed finite element solutions to contact problems of nonlinear Gao beam on elastic foundation,
Nonlinear complementarity functions for plasticity problems with frictional contact,
qpOASES: a parametric active-set algorithm for~quadratic programming,
Uzawa-low method and preconditioned Uzawa-low method for three-order block saddle point problem,
A new warmstarting strategy for the primal-dual column generation method,
Simultaneous nonlinear model predictive control and state estimation,
On the solution uniqueness characterization in the L1 norm and polyhedral gauge recovery,
An interior-point algorithm for \(P_*(\kappa)\)-LCP based on a new trigonometric kernel function with a double barrier term,
A variation on the interior point method for linear programming using the continued iteration,
Influence of matrix reordering on the performance of iterative methods for solving linear systems arising from interior point methods for linear programming,
A cutting-plane approach for large-scale capacitated multi-period facility location using a specialized interior-point method,
A warm-start approach for large-scale stochastic linear programs,
Exploiting separability in large-scale linear support vector machine training,
On the solution of NP-hard linear complementarity problems,
Solving nonlinear programming problems with noisy function values and noisy gradients,
OSQP: An Operator Splitting Solver for Quadratic Programs,
A multigrid method for constrained optimal control problems,
Fast unconditionally stable 2-D analysis of non-conjugate gear contacts using an explicit formulation of the meshing equations,
High-order Newton-penalty algorithms,
Asymptotic expansions for interior penalty solutions of control constrained linear-quadratic problems,
An interior-point algorithm for linear optimization based on a new barrier function,
A tractable discrete fractional programming: application to constrained assortment optimization,
New method for determining search directions for interior-point algorithms in linear optimization,
A \(\mathcal O(1/k^{3/2})\) hybrid proximal extragradient primal-dual interior point method for nonlinear monotone mixed complementarity problems,
A low-order block preconditioner for saddle point linear systems,
A penalized empirical likelihood method in high dimensions,
A contact dynamics approach to the granular element method,
Matrix-free interior point method for compressed sensing problems,
Another look at linear programming for feature selection via methods of regularization,
A sensitivity analysis to assess the completion time deviation for multi-purpose machines facing demand uncertainty,
Adaptive inexact semismooth Newton methods for the contact problem between two membranes,
A self-adjusting interior point algorithm for linear complementarity problems,
Active-set prediction for interior point methods using controlled perturbations