Improving an interior-point approach for large block-angular problems by hybrid preconditioners
Author
Abstract
Suggested Citation
DOI: 10.1016/j.ejor.2013.04.007
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- John R. Birge & Liqun Qi, 1988. "Computing Block-Angular Karmarkar Projections with Applications to Stochastic Programming," Management Science, INFORMS, vol. 34(12), pages 1472-1479, December.
- Jordi Castro, 2005. "Quadratic interior-point methods in statistical disclosure control," Computational Management Science, Springer, vol. 2(2), pages 107-121, March.
- Castro, Jordi, 2006. "Minimum-distance controlled perturbation methods for large-scale tabular data protection," European Journal of Operational Research, Elsevier, vol. 171(1), pages 39-52, May.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Castro, Jordi & Escudero, Laureano F. & Monge, Juan F., 2023. "On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach," European Journal of Operational Research, Elsevier, vol. 310(1), pages 268-285.
- Dell’Acqua, Pietro & Frangioni, Antonio & Serra-Capizzano, Stefano, 2015. "Accelerated multigrid for graph Laplacian operators," Applied Mathematics and Computation, Elsevier, vol. 270(C), pages 193-215.
- Milan Dražić & Rade Lazović & Vera Kovačević-Vujčić, 2015. "Sparsity preserving preconditioners for linear systems in interior-point methods," Computational Optimization and Applications, Springer, vol. 61(3), pages 557-570, July.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Castro, Jordi, 2012. "Recent advances in optimization techniques for statistical tabular data protection," European Journal of Operational Research, Elsevier, vol. 216(2), pages 257-269.
- Jordi Castro & Jordi Cuesta, 2013. "Solving L 1 -CTA in 3D tables by an interior-point method for primal block-angular problems," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(1), pages 25-47, April.
- Sedeño-Noda, A. & González-Dávila, E. & González-Martín, C. & González-Yanes, A., 2009. "Preemptive benchmarking problem: An approach for official statistics in small areas," European Journal of Operational Research, Elsevier, vol. 196(1), pages 360-369, July.
- Jacek Gondzio & Andreas Grothey, 2009. "Exploiting structure in parallel implementation of interior point methods for optimization," Computational Management Science, Springer, vol. 6(2), pages 135-160, May.
- Cosmin Petra & Mihai Anitescu, 2012. "A preconditioning technique for Schur complement systems arising in stochastic optimization," Computational Optimization and Applications, Springer, vol. 52(2), pages 315-344, June.
- Jacek Gondzio & Roy Kouwenberg, 2001. "High-Performance Computing for Asset-Liability Management," Operations Research, INFORMS, vol. 49(6), pages 879-891, December.
- Gondzio, Jacek, 2012. "Interior point methods 25 years later," European Journal of Operational Research, Elsevier, vol. 218(3), pages 587-601.
- Kuang-Yu Ding & Xin-Yee Lam & Kim-Chuan Toh, 2023. "On proximal augmented Lagrangian based decomposition methods for dual block-angular convex composite programming problems," Computational Optimization and Applications, Springer, vol. 86(1), pages 117-161, September.
- Jordi Castro & Antonio Frangioni & Claudio Gentile, 2014. "Perspective Reformulations of the CTA Problem with L 2 Distances," Operations Research, INFORMS, vol. 62(4), pages 891-909, August.
- Fuente, J. L. de la & García, C. & Prieto, Francisco J. & Escudero, L. F., 1996. "A parallel computation approach for solving multistage stochastic network problems," DES - Working Papers. Statistics and Econometrics. WS 10455, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Tiago Andrade & Nikita Belyak & Andrew Eberhard & Silvio Hamacher & Fabricio Oliveira, 2022. "The p-Lagrangian relaxation for separable nonconvex MIQCQP problems," Journal of Global Optimization, Springer, vol. 84(1), pages 43-76, September.
- Kouwenberg, Roy, 2001. "Scenario generation and stochastic programming models for asset liability management," European Journal of Operational Research, Elsevier, vol. 134(2), pages 279-292, October.
- Gondzio, J. & Sarkissian, R. & Vial, J.-P., 1997. "Using an interior point method for the master problem in a decomposition approach," European Journal of Operational Research, Elsevier, vol. 101(3), pages 577-587, September.
- Berkelaar, Arjan & Dert, Cees & Oldenkamp, Bart, 1999. "A primal-dual decompsition-based interior point approach to two-stage stochastic linear programming," Serie Research Memoranda 0026, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
- G. Y. Zhao, 1999. "Interior-Point Methods with Decomposition for Solving Large-Scale Linear Programs," Journal of Optimization Theory and Applications, Springer, vol. 102(1), pages 169-192, July.
- Arjan Berkelaar & Cees Dert & Bart Oldenkamp & Shuzhong Zhang, 2002. "A Primal-Dual Decomposition-Based Interior Point Approach to Two-Stage Stochastic Linear Programming," Operations Research, INFORMS, vol. 50(5), pages 904-915, October.
- J. Gondzio, 1994. "Preconditioned Conjugate Gradients in an Interior Point Method for Two-stage Stochastic Programming," Working Papers wp94130, International Institute for Applied Systems Analysis.
- Meszaros, Csaba, 1997. "The augmented system variant of IPMs in two-stage stochastic linear programming computation," European Journal of Operational Research, Elsevier, vol. 101(2), pages 317-327, September.
- Diana Barro & Elio Canestrelli, 2005. "Time and nodal decomposition with implicit non-anticipativity constraints in dynamic portfolio optimization," GE, Growth, Math methods 0510011, University Library of Munich, Germany.
- Jacek Gondzio & Andreas Grothey, 2007. "Parallel interior-point solver for structured quadratic programs: Application to financial planning problems," Annals of Operations Research, Springer, vol. 152(1), pages 319-339, July.
More about this item
Keywords
Interior-point methods; Large-scale optimization; Preconditioned conjugate gradient; Structured problems;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:ejores:v:231:y:2013:i:2:p:263-273. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/eor .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.