Interior point methods 25 years later

J Gondzio - European Journal of Operational Research, 2012 - Elsevier
Interior point methods for optimization have been around for more than 25 years now. Their
presence has shaken up the field of optimization. Interior point methods for linear and …

Convergence analysis of an inexact feasible interior point method for convex quadratic programming

J Gondzio - SIAM Journal on Optimization, 2013 - SIAM
In this paper we will discuss two variants of an inexact feasible interior point algorithm for
convex quadratic programming. We will consider two different neighborhoods: a small one …

Sparse approximations with interior point methods

V De Simone, D di Serafino, J Gondzio, S Pougkakiotis… - Siam review, 2022 - SIAM
Large-scale optimization problems that seek sparse solutions have become ubiquitous.
They are routinely solved with various specialized first-order methods. Although such …

On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods

M D'Apuzzo, V De Simone, D Di Serafino - … Optimization and Applications, 2010 - Springer
The solution of KKT systems is ubiquitous in optimization methods and often dominates the
computation time, especially when large-scale problems are considered. Thus, the effective …

A new stop** criterion for Krylov solvers applied in interior point methods

F Zanetti, J Gondzio - SIAM Journal on Scientific Computing, 2023 - SIAM
When an iterative method is applied to solve the linear equation system in interior point
methods (IPMs), the attention is usually placed on accelerating their convergence by …

Updating constraint preconditioners for KKT systems in quadratic programming via low-rank corrections

S Bellavia, V De Simone, D di Serafino, B Morini - SIAM Journal on …, 2015 - SIAM
This work focuses on the iterative solution of sequences of KKT linear systems arising in
interior point methods applied to large convex quadratic programming problems. This task is …

Inexact log-domain interior-point methods for quadratic programming

J Leung, F Permenter, I Kolmanovsky - Computational Optimization and …, 2024 - Springer
This paper introduces a framework for implementing log-domain interior-point methods
(LDIPMs) using inexact Newton steps. A generalized inexact iteration scheme is established …

BFGS‐like updates of constraint preconditioners for sequences of KKT linear systems in quadratic programming

L Bergamaschi, V De Simone… - … Linear Algebra with …, 2018 - Wiley Online Library
We focus on efficient preconditioning techniques for sequences of Karush‐Kuhn‐Tucker
(KKT) linear systems arising from the interior point (IP) solution of large convex quadratic …

Reproducing dynamics related to an Internet of Things framework: A numerical and statistical approach

S Cuomo, P De Michele, F Piccialli… - Journal of Parallel and …, 2018 - Elsevier
Abstract In the Cultural Heritage domain, novel fruition and enjoyment approaches, based
on Internet of Things (IoT) paradigm, have the effect to change the way people experiencing …

Semi-supervised generalized eigenvalues classification

M Viola, M Sangiovanni, G Toraldo… - Annals of Operations …, 2019 - Springer
Supervised classification is one of the most powerful techniques to analyze data, when a-
priori information is available on the membership of data samples to classes. Since the …