Implementation Issues for Interior-Point Methods
Author:
Vanderbei Robert J.
Reference7 articles.
1. Fourer, R., and Mehrotra, S. (1991). Solving symmetric indefinite systems in an interior point method for linear programming. Mathematical Programming, 62, 15–40.
2. Gill, P., Murray, W., Ponceleón, D., and Saunders, M. (1992). Preconditioners for indefinite systems arising in optimization. SIAM Journal on Matrix Analysis and Applications, 13(1), 292–311.
3. Lustig, I., Marsten, R., and Shanno, D. (1994). Interior point methods for linear programming: Computational state of the art. ORSA Journal on Computing, 6, 1–14.
4. Turner, K. (1991). Computing projections for the Karmarkar algorithm. Linear Algebra and Its Applications, 152, 141–154.
5. Vanderbei, R. (1994). Interior-point methods: Algorithms and formulations. ORSA Journal on Computing, 6, 32–34.