Active-set prediction for interior point methods using controlled perturbations

Author:

Cartis Coralia,Yan Yiming

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics,Control and Optimization

Reference45 articles.

1. Altman, A., Gondzio, J.: Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization. Optim. Methods Softw. 11(1–4), 275–302 (1999)

2. Special simplex implementations and optimality conditions;MS Bazaraa,2009

3. Benson, H., Shanno, D.: An exact primal–dual penalty method approach to warmstarting interior-point methods for linear programming. Comput. Optim. Appl. 38(3), 371–399 (2007)

4. Berkelaar, M., Eikland, K., Notebaert, P.: lpsolve : open source (mixed-integer) linear programming system. Eindhoven University of Technology. http://lpsolve.sourceforge.net/5.5/ (2004)

5. Cartis, C., Gould, N.I.M.: Finding a point in the relative interior of a polyhedron. Tech. Rep. RAL 2006-016, Rutherford Appleton Laboratory (2006)

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