Add to ORKGWe report the results obtained by a parallel Interior-Point method combined with the Preconditioned Conjugate Gradient algorithm for the solution of some large-scale applications on Cray T3E and SGI Origin 2000. The first application concerns stochastic programming and robust optimization problems and the second one arises from a reformulation of a special class of discrete optimal control problems
This article presents improvements to the hybrid preconditioner previously developed for the solutio...
The predictor-corrector interior-point path-following algorithm is promising in solving multistage c...
Linear Programming (LP) is a powerful decision making tool extensively used in various economic and ...
This paper concerns the use of iterative solvers in interior point methods for linear and quadratic...
This paper deals with the solution of nonlinear programming problems arising from elliptic control p...
This paper deals with the solution of nonlinear programming problems arising from elliptic control p...
1 Preconditioning Indefinite Systems in Interior Point Methods for Large Scale Linear Optimization A...
Abstract. Solution methods for very large scale optimization problems are addressed in this paper. I...
We develop a variant of an interior point method for solving two-stage stochastic linear programming...
We propose an adaptation of the Feasible Direction Interior Points Algorithm (FDIPA) of J. Herskovit...
This paper is concerned with the numerical solution of a symmetric indefinite system which is a gene...
The artide describes a robust and effective implementation of the interior point optimization algori...
AbstractIn this work, the optimal adjustment algorithm for p coordinates, which arose from a general...
We devise a hybrid approach for solving linear systems arising from interior point methods applied t...
Abstract. Optimality systems and their linearizations arising in optimal control of partial differen...
This article presents improvements to the hybrid preconditioner previously developed for the solutio...
The predictor-corrector interior-point path-following algorithm is promising in solving multistage c...
Linear Programming (LP) is a powerful decision making tool extensively used in various economic and ...
This paper concerns the use of iterative solvers in interior point methods for linear and quadratic...
This paper deals with the solution of nonlinear programming problems arising from elliptic control p...
This paper deals with the solution of nonlinear programming problems arising from elliptic control p...
1 Preconditioning Indefinite Systems in Interior Point Methods for Large Scale Linear Optimization A...
Abstract. Solution methods for very large scale optimization problems are addressed in this paper. I...
We develop a variant of an interior point method for solving two-stage stochastic linear programming...
We propose an adaptation of the Feasible Direction Interior Points Algorithm (FDIPA) of J. Herskovit...
This paper is concerned with the numerical solution of a symmetric indefinite system which is a gene...
The artide describes a robust and effective implementation of the interior point optimization algori...
AbstractIn this work, the optimal adjustment algorithm for p coordinates, which arose from a general...
We devise a hybrid approach for solving linear systems arising from interior point methods applied t...
Abstract. Optimality systems and their linearizations arising in optimal control of partial differen...
This article presents improvements to the hybrid preconditioner previously developed for the solutio...
The predictor-corrector interior-point path-following algorithm is promising in solving multistage c...
Linear Programming (LP) is a powerful decision making tool extensively used in various economic and ...