In the past 10 years the interior point methods (IPM) for linear programming have gained extraordinary interest as an alternative to the sparse simplex based methods. This has …
JF Sturm - Optimization methods and software, 2002 - Taylor & Francis
There is a large number of design choices to be made in the implementation of the primal- dual interior point method for mixed semidefinite and second order cone optimization. This …
Seriation seeks to reconstruct a linear order between variables using unsorted similarity information. It has direct applications in archeology and shotgun gene sequencing for …
Many issues that are crucial for an e cient implementation of an interior point algorithm are addressed in this paper. To start with, a prototype primal {dual algorithm is presented. Next …
LF Portugal, MGC Resende, G Veiga… - Networks: An …, 2000 - Wiley Online Library
In this paper, we introduce the truncated primal‐infeasible dual‐feasible interior point algorithm for linear programming and describe an implementation of this algorithm for …
Interior-point methods, originally invented in the context of linear programming, have found a much broader range of applications, including discrete problems that arise in computer …
Cholesky factorization has become the method of choice for solving the symmetric system of linear equations arising in interior point methods (IPMs) for linear programming (LP), its …
We propose a new set of preconditioners for the iterative solution, via a preconditioned conjugate gradient (PCG) method, of the KKT systems that must be solved at each iteration …
An experimental computational study to compare the classical primal simplex algorithm and the exterior point algorithms for the transportation problem (TP) is presented. Totally, four …