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The role of the augmented system in interior point methods

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  • Maros, Istvan
  • Meszaros, Csaba

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  • Maros, Istvan & Meszaros, Csaba, 1998. "The role of the augmented system in interior point methods," European Journal of Operational Research, Elsevier, vol. 107(3), pages 720-736, June.
    • Handle: RePEc:eee:ejores:v:107:y:1998:i:3:p:720-736
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    References listed on IDEAS

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    1. Robert J. Vanderbei, 1993. "ALPO: Another Linear Program Optimizer," INFORMS Journal on Computing, INFORMS, vol. 5(2), pages 134-146, May.
    2. James K. Hurd & Frederic H. Murphy, 1992. "Exploiting Special Structure in Primal Dual Interior Point Methods," INFORMS Journal on Computing, INFORMS, vol. 4(1), pages 38-44, February.
    3. Roy E. Marsten & Matthew J. Saltzman & David F. Shanno & George S. Pierce & J. F. Ballintijn, 1989. "Implementation of a Dual Affine Interior Point Algorithm for Linear Programming," INFORMS Journal on Computing, INFORMS, vol. 1(4), pages 287-297, November.
    4. Birge, John R. & Freund, Robert Michael., 1990. "Prior reduced fill-in in solving equations in interior point algorithms," Working papers 3186-90., Massachusetts Institute of Technology (MIT), Sloan School of Management.
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    Cited by:

    1. Emmanuel Fragnière & Jacek Gondzio & Robert Sarkissian & Jean-Philippe Vial, 2000. "A Structure-Exploiting Tool in Algebraic Modeling Languages," Management Science, INFORMS, vol. 46(8), pages 1145-1158, August.
    2. Jacek Gondzio & Spyridon Pougkakiotis & John W. Pearson, 2022. "General-purpose preconditioning for regularized interior point methods," Computational Optimization and Applications, Springer, vol. 83(3), pages 727-757, December.

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