A new unblocking technique to warmstart Interior Point Methods based on sensitivity analysis

SIAM Journal on Optimization

Volumn 19, Issue 3, 2008, Pages 1184-1210

  Gondzio, Jacek ^a   Grothey, Andreas ^a  

^a UNIVERSITY OF EDINBURGH   (United Kingdom)

Author keywords

Interior point methods; Quadratic programming; Warm start

Indexed keywords

COMMON PROBLEMS; CURRENT OPTIMIZATION; EFFICIENT FRONTIER; FEASIBLE REGIONS; INTERIOR POINT; INTERIOR-POINT METHODS; NONLINEAR PROGRAMMING PROBLEM; PORTFOLIO MANAGEMENTS; QUADRATIC PROGRAMS; RELATIVE PERFORMANCE; SEARCH DIRECTION; TEST SETS; WARM-START;

COMPUTER SOFTWARE SELECTION AND EVALUATION; FINANCIAL DATA PROCESSING; INVESTMENTS; LARGE SCALE SYSTEMS; OPTIMIZATION; PERMANENT MAGNETS; QUADRATIC PROGRAMMING;

SENSITIVITY ANALYSIS;

EID: 69649084233     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/060678129     Document Type: Article

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