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HOPDM (version 2.12) -- A fast LP solver based on a primal-dual interior point method

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  • Gondzio, Jacek

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  • Gondzio, Jacek, 1995. "HOPDM (version 2.12) -- A fast LP solver based on a primal-dual interior point method," European Journal of Operational Research, Elsevier, vol. 85(1), pages 221-225, August.
    • Handle: RePEc:eee:ejores:v:85:y:1995:i:1:p:221-225
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    References listed on IDEAS

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    1. Altman, Anna & Gondzio, Jacek, 1993. "HOPDM -- A higher order primal-dual method for large scale linear programming," European Journal of Operational Research, Elsevier, vol. 66(1), pages 158-160, April.
    2. Nakićenović, Nebojša & Grübler, Arnulf & Inaba, Atsushi & Messner, Sabine & Nilsson, Sten & Nishimura, Yoichi & Rogner, Hans-Holger & Schäfer, Andreas & Schrattenholzer, Leo & Strubegger, Manfred & Sw, 1993. "Long-term strategies for mitigating global warming," Energy, Elsevier, vol. 18(5), pages 401-401.
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    Cited by:

    1. 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.
    2. Gondzio, Jacek & Kouwenberg, Roy & Vorst, Ton, 2003. "Hedging options under transaction costs and stochastic volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 27(6), pages 1045-1068, April.
    3. Kypreos, Socrates, 2005. "Modeling experience curves in MERGE (model for evaluating regional and global effects)," Energy, Elsevier, vol. 30(14), pages 2721-2737.
    4. Jacek Gondzio & Roy Kouwenberg, 2001. "High-Performance Computing for Asset-Liability Management," Operations Research, INFORMS, vol. 49(6), pages 879-891, December.
    5. María Gonzalez-Lima & Aurelio Oliveira & Danilo Oliveira, 2013. "A robust and efficient proposal for solving linear systems arising in interior-point methods for linear programming," Computational Optimization and Applications, Springer, vol. 56(3), pages 573-597, December.
    6. Stojkovic, Nebojsa V. & Stanimirovic, Predrag S., 2001. "Two direct methods in linear programming," European Journal of Operational Research, Elsevier, vol. 131(2), pages 417-439, June.
    7. Spyros Kontogiorgis, 2000. "Practical Piecewise-Linear Approximation for Monotropic Optimization," INFORMS Journal on Computing, INFORMS, vol. 12(4), pages 324-340, November.
    8. 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.
    9. Gondzio, Jacek & González-Brevis, Pablo & Munari, Pedro, 2013. "New developments in the primal–dual column generation technique," European Journal of Operational Research, Elsevier, vol. 224(1), pages 41-51.
    10. Stanimirovic, Predrag S. & Stojkovic, Nebojsa V. & Kovacevic-Vujcic, Vera V., 2005. "Stabilization of Mehrotra's primal-dual algorithm and its implementation," European Journal of Operational Research, Elsevier, vol. 165(3), pages 598-609, September.
    11. G. Al-Jeiroudi & J. Gondzio, 2009. "Convergence Analysis of the Inexact Infeasible Interior-Point Method for Linear Optimization," Journal of Optimization Theory and Applications, Springer, vol. 141(2), pages 231-247, May.
    12. Cosmin G. Petra & Florian A. Potra, 2019. "A homogeneous model for monotone mixed horizontal linear complementarity problems," Computational Optimization and Applications, Springer, vol. 72(1), pages 241-267, January.
    13. Tsionas, Mike G., 2020. "A coherent approach to Bayesian Data Envelopment Analysis," European Journal of Operational Research, Elsevier, vol. 281(2), pages 439-448.
    14. Yiran Cui & Keiichi Morikuni & Takashi Tsuchiya & Ken Hayami, 2019. "Implementation of interior-point methods for LP based on Krylov subspace iterative solvers with inner-iteration preconditioning," Computational Optimization and Applications, Springer, vol. 74(1), pages 143-176, September.
    15. Peter Kall & János Mayer, 2006. "Some insights into the solution algorithms for SLP problems," Annals of Operations Research, Springer, vol. 142(1), pages 147-164, February.
    16. J. Gondzio & F. N. C. Sobral, 2019. "Quasi-Newton approaches to interior point methods for quadratic problems," Computational Optimization and Applications, Springer, vol. 74(1), pages 93-120, September.
    17. Yuriy Stoyan & Georgiy Yaskov, 2012. "Packing congruent hyperspheres into a hypersphere," Journal of Global Optimization, Springer, vol. 52(4), pages 855-868, April.
    18. 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.

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