[LIBRO][B] Interior point methods: current status and future directions

RM Freund, S Mizuno - 2000 - Springer
This article provides a synopsis of the major developments in interior point methods for
mathematical programming in the last thirteen years, and discusses current and future …

[LIBRO][B] Condition: The geometry of numerical algorithms

P Bürgisser, F Cucker - 2013 - books.google.com
This book gathers threads that have evolved across different mathematical disciplines into
seamless narrative. It deals with condition as a main aspect in the understanding of the …

Warm-start strategies in interior-point methods for linear programming

EA Yildirim, SJ Wright - SIAM Journal on Optimization, 2002 - SIAM
We study the situation in which, having solved a linear program with an interior-point
method, we are presented with a new problem instance whose data is slightly perturbed …

A hybrid branch-and-bound approach for exact rational mixed-integer programming

W Cook, T Koch, DE Steffy, K Wolter - Mathematical Programming …, 2013 - Springer
We present an exact rational solver for mixed-integer linear programming that avoids the
numerical inaccuracies inherent in the floating-point computations used by existing software …

Some characterizations and properties of the “distance to ill-posedness” and the condition measure of a conic linear system

RM Freund, JR Vera - Mathematical Programming, 1999 - Springer
A conic linear system is a system of the form¶ P (d): find x that solves b-Ax∈ CY, x∈ CX,¶
where CX and CY are closed convex cones, and the data for the system is d=(A, b). This …

Condition number complexity of an elementary algorithm for computing a reliable solution of a conic linear system

M Epelman, RM Freund - Mathematical Programming, 2000 - Springer
A conic linear system is a system of the form¶¶(FP d) Ax= b¶ x∈ CX,¶¶ where A: X? Y is a
linear operator between n-and m-dimensional linear spaces X and Y, b∈ Y, and CX⊂ X is a …

Distance to ill-posedness and the consistency value of linear semi-infinite inequality systems

MJ Cánovas, MA López, J Parra, FJ Toledo - Mathematical programming, 2005 - Springer
In this paper we consider the parameter space of all the linear inequality systems, in the n-
dimensional Euclidean space, with a fixed and arbitrary (possibly infinite) index set. This …

Reoptimization with the primal-dual interior point method

J Gondzio, A Grothey - SIAM Journal on Optimization, 2002 - SIAM
Reoptimization techniques for an interior point method applied to solving a sequence of
linear programming problems are discussed. Conditions are given for problem perturbations …

Computational experience and the explanatory value of condition measures for linear optimization

F Ordónez, RM Freund - SIAM Journal on Optimization, 2003 - SIAM
The modern theory of condition measures for convex optimization problems was initially
developed for convex problems in the conic format (CP_d)\qquad\z_*:=\min_x{c^tx|Ax …

A new condition measure, preconditioners, and relations between different measures of conditioning for conic linear systems

M Epelman, RM Freund - SIAM Journal on Optimization, 2002 - SIAM
In recent years, a body of research into" condition numbers" for convex optimization has
been developed, aimed at capturing the intuitive notion of problem behavior. This research …