[KNYGA][B] Optimization for machine learning

S Sra, S Nowozin, SJ Wright - 2011 - books.google.com
An up-to-date account of the interplay between optimization and machine learning,
accessible to students and researchers in both communities. The interplay between …

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 …

Interior point methods for nonlinear optimization

IM Bomze, VF Demyanov, R Fletcher, T Terlaky… - … in Cetraro, Italy, July 1-7 …, 2010 - Springer
Interior-point methods (IPMs) are among the most efficient methods for solving linear, and
also wide classes of other convex optimization problems. Since the path-breaking work of …

Solution techniques for transient stability‐constrained optimal power flow–Part I

S Abhyankar, G Geng, M Anitescu… - IET Generation …, 2017 - Wiley Online Library
This series of studies present the state‐of‐the‐art for the solution of the transient stability
constrained optimal power flow problem (TSC‐OPF). Three different classes of solution …

Exploring the power of graph neural networks in solving linear optimization problems

C Qian, D Chételat, C Morris - International conference on …, 2024 - proceedings.mlr.press
Recently, machine learning, particularly message-passing graph neural networks (MPNNs),
has gained traction in enhancing exact optimization algorithms. For example, MPNNs speed …

Matrix-free interior point method

J Gondzio - Computational Optimization and Applications, 2012 - Springer
In this paper we present a redesign of a linear algebra kernel of an interior point method to
avoid the explicit use of problem matrices. The only access to the original problem data …

New developments in the primal–dual column generation technique

J Gondzio, P González-Brevis, P Munari - European Journal of Operational …, 2013 - Elsevier
The optimal solutions of the restricted master problems typically leads to an unstable
behavior of the standard column generation technique and, consequently, originates an …

A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition

V Zverovich, CI Fábián, EFD Ellison, G Mitra - Mathematical Programming …, 2012 - Springer
We report a computational study of two-stage SP models on a large set of benchmark
problems and consider the following methods:(i) Solution of the deterministic equivalent …

A massively parallel interior-point solver for LPs with generalized arrowhead structure, and applications to energy system models

D Rehfeldt, H Hobbie, D Schönheit, T Koch… - European Journal of …, 2022 - Elsevier
Linear energy system models are a crucial component of energy system design and
operations, as well as energy policy consulting. If detailed enough, such models lead to …

On Mehrotra-type predictor-corrector algorithms

M Salahi, J Peng, T Terlaky - SIAM Journal on Optimization, 2008 - SIAM
In this paper we discuss the polynomiality of a feasible version of Mehrotra's predictor-
corrector algorithm whose variants have been widely used in several interior point method …