[图书][B] Interior point algorithms: theory and analysis

Y Ye - 2011 - books.google.com
The first comprehensive review of the theory and practice of one oftoday's most powerful
optimization techniques. The explosive growth of research into and development of …

Implementation of interior-point methods for large scale linear programs

ED Andersen, J Gondzio, C Mészáros, X Xu - Interior point methods of …, 1996 - Springer
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 …

Implementation of interior point methods for mixed semidefinite and second order cone optimization problems

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 …

Convex relaxations for permutation problems

F Fogel, R Jenatton, F Bach… - Advances in neural …, 2013 - proceedings.neurips.cc
Seriation seeks to reconstruct a linear order between variables using unsorted similarity
information. It has direct applications in archeology and shotgun gene sequencing for …

[图书][B] A computational view of interior-point methods for linear programming

J Gondzio, T Terlaky - 1994 - Citeseer
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 …

A truncated primal‐infeasible dual‐feasible network interior point method

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 for combinatorial optimization

JE Mitchell, PM Pardalos, MGC Resende - Handbook of Combinatorial …, 1998 - Springer
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 …

A product-form Cholesky factorization method for handling dense columns in interior point methods for linear programming

D Goldfarb, K Scheinberg - Mathematical Programming, 2004 - Springer
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 …

New preconditioners for KKT systems of network flow problems

A Frangioni, C Gentile - SIAM Journal on Optimization, 2004 - SIAM
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 …

Computational experience with exterior point algorithms for the transportation problem

C Papamanthou, K Paparrizos, N Samaras - Applied Mathematics and …, 2004 - Elsevier
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 …