Dynamic Non-diagonal Regularization in Interior Point Methods for Linear and Convex Quadratic Programming
Author:
Funder
University of Edinburgh
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Management Science and Operations Research,Control and Optimization
Link
http://link.springer.com/article/10.1007/s10957-019-01491-1/fulltext.html
Reference29 articles.
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3. Altman, A., Gondzio, J.: Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization. Optim. Meth. Soft. 11 & 12, 275–302 (1999)
4. Vanderbei, R.: Symmetric quasidefinite matrices. SIAM J. Optim. 5(1), 100–113 (1995)
5. Friedlander, M.P., Orban, D.: A primal-dual regularized interior-point method for convex quadratic programs. Math. Prog. Comput. 4(1), 71–107 (2012)
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