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LOQO: An interior point code for quadratic programming
, 1994
"... ABSTRACT. This paper describes a software package, called LOQO, which implements a primaldual interiorpoint method for general nonlinear programming. We focus in this paper mainly on the algorithm as it applies to linear and quadratic programming with only brief mention of the extensions to convex ..."
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Cited by 191 (10 self)
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ABSTRACT. This paper describes a software package, called LOQO, which implements a primaldual interiorpoint method for general nonlinear programming. We focus in this paper mainly on the algorithm as it applies to linear and quadratic programming with only brief mention of the extensions to convex and general nonlinear programming, since a detailed paper describing these extensions were published recently elsewhere. In particular, we emphasize the importance of establishing and maintaining symmetric quasidefiniteness of the reduced KKT system. We show that the industry standard MPS format can be nicely formulated in such a way to provide quasidefiniteness. Computational results are included for a variety of linear and quadratic programming problems. 1.
X.: Implementation of interior point methods for large scale linear programming
 Interior Point Methods in Mathematical Programming. Kluwer Acad Pub
, 1996
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Symmetric quasidefinite matrices
 SIAM Journal on Optimization
, 1995
"... We say that a symmetric matrix K is quasidefinite if it has the form ..."
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Cited by 70 (4 self)
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We say that a symmetric matrix K is quasidefinite if it has the form
On a Homogeneous Algorithm for the Monotone Complementarity Problem
 Mathematical Programming
, 1995
"... We present a generalization of a homogeneous selfdual linear programming (LP) algorithm to solving the monotone complementarity problem (MCP). The algorithm does not need to use any "bigM" parameter or twophase method, and it generates either a solution converging towards feasibility an ..."
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Cited by 41 (3 self)
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We present a generalization of a homogeneous selfdual linear programming (LP) algorithm to solving the monotone complementarity problem (MCP). The algorithm does not need to use any "bigM" parameter or twophase method, and it generates either a solution converging towards feasibility and complementarity simultaneously or a certificate proving infeasibility. Moreover, if the MCP is polynomially solvable with an interior feasible starting point, then it can be polynomially solved without using or knowing such information at all. To our knowledge, this is the first interiorpoint and infeasiblestarting algorithm for solving the MCP that possesses these desired features. Preliminary computational results are presented. Key words: Monotone complementarity problem, homogeneous and selfdual, infeasiblestarting algorithm. Running head: A homogeneous algorithm for MCP. Department of Management, Odense University, Campusvej 55, DK5230 Odense M, Denmark, email: eda@busieco.ou.dk. y De...
Presolve analysis of linear programs prior to applying an interior point method
 INFORMS Journal on Computing
, 1997
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Solving reduced KKT systems in barrier methods for linear and quadratic programming
, 1991
"... In barrier methods for constrained optimization, the main work lies in solving large linear systems Kp = r, where K is symmetric and indefinite. For linear programs, these KKT systems are usually reduced to smaller positivedefinite systems AH−1ATq = s, where H is a large principal submatrix of K. ..."
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Cited by 26 (8 self)
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In barrier methods for constrained optimization, the main work lies in solving large linear systems Kp = r, where K is symmetric and indefinite. For linear programs, these KKT systems are usually reduced to smaller positivedefinite systems AH−1ATq = s, where H is a large principal submatrix of K. These systems can be solved more efficiently, but AH−1AT is typically more illconditioned than K. In order to improve the numerical properties of barrier implementations, we discuss the use of “reduced KKT systems”, whose dimension and condition lie somewhere in between those of K and AH−1AT. The approach applies to linear programs and to positive semidefinite quadratic programs whose Hessian H is at least partially diagonal. We have implemented reduced KKT systems in a primaldual algorithm for linear programming, based on the sparse indefinite solver MA27 from the Harwell Subroutine Library. Some features of the algorithm are presented, along with results on the netlib LP test set.
A Computational View of InteriorPoint Methods for Linear Programming
 IN: ADVANCES IN LINEAR AND INTEGER PROGRAMMING
, 1994
"... Many issues that are crucial for an efficient implementation of an interior point algorithm are addressed in this paper. To start with, a prototype primaldual algorithm is presented. Next, many tricks that make it so efficient in practice are discussed in detail. Those include: the preprocessing te ..."
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Cited by 16 (10 self)
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Many issues that are crucial for an efficient implementation of an interior point algorithm are addressed in this paper. To start with, a prototype primaldual algorithm is presented. Next, many tricks that make it so efficient in practice are discussed in detail. Those include: the preprocessing techniques, the initialization approaches, the methods of computing search directions (and lying behind them linear algebra techniques), centering strategies and methods of stepsize selection. Several reasons for the manifestations of numerical difficulties like e.g.: the primal degeneracy of optimal solutions or the lack of feasible solutions are explained in a comprehensive way. A motivation for obtaining an optimal basis is given and a practicable algorithm to perform this task is presented. Advantages of different methods to perform postoptimal analysis (applicable to interior point optimal solutions) are discussed. Important questions that still remain open in the implementations of i...
A Note On The Ldl Decomposition Of Matrices From SaddlePoint Problems
 SIAM J. Matrix Anal. Appl
, 2002
"... Sparse linear systems Kx = b are considered where K is a specially structured symmetric indefinite matrix. These systems arise frequently, e.g., from mixed finite element discretizations of PDE problems. The LDL^T factorization of K with diagonal D and unit lower triangular L is known to exist for n ..."
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Cited by 7 (0 self)
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Sparse linear systems Kx = b are considered where K is a specially structured symmetric indefinite matrix. These systems arise frequently, e.g., from mixed finite element discretizations of PDE problems. The LDL^T factorization of K with diagonal D and unit lower triangular L is known to exist for natural ordering of K but the resulting triangular factors can be rather dense. On the other hand, for a given permutation matrix P , the LDL^T factorization of P^T KP may not exist. In this paper a new way to obtain a fillin minimizing permutation based on initial...