The software contains some functions and drivers for solving LP problems of the form min c’x s.t Ax=b; x>=0 by a large neihghborhood infeasible predictor_corrector algorithm. It is based on Newton steps on the perturbed optimality system x.*s = m * 1 Ax = b c + A’lambda = s x>= 0 , s>=0 m-->0 The matrix A may be either full or sparse; computations are made accordingly. This is a software based on either SCILAB or matlab for solving large scale linear programming problems. It can be freely used for non commercial use.

References in zbMATH (referenced in 139 articles , 1 standard article )

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  1. Bajaj, Anuj; Hare, Warren; Lucet, Yves: Visualization of the $\varepsilon $-subdifferential of piecewise linear-quadratic functions (2017)
  2. Bonnans, J.Frédéric; Festa, Adriano: Error estimates for the Euler discretization of an optimal control problem with first-order state constraints (2017)
  3. Carlier, Guillaume; Dupuis, Xavier: An iterated projection approach to variational problems under generalized convexity constraints (2017)
  4. Chen, Xiang; Zhang, Xiong: An improved 2D MoF method by using high order derivatives (2017)
  5. Du, Yu; Ruszczyński, Andrzej: Rate of convergence of the bundle method (2017)
  6. Gilbert, Jean Charles: On the solution uniqueness characterization in the L1 norm and polyhedral gauge recovery (2017)
  7. Helou, Elias Salomão; Santos, Sandra A.; Simões, Lucas E.A.: On the local convergence analysis of the gradient sampling method for finite max-functions (2017)
  8. Kočvara, Michal; Outrata, Jiří V.: Inverse truss design as a conic mathematical program with equilibrium constraints (2017)
  9. Métivier, L.; Brossier, R.; Operto, S.; Virieux, J.: Full waveform inversion and the truncated Newton method (2017)
  10. Sala, Ramses; Baldanzini, Niccolò; Pierini, Marco: Global optimization test problems based on random field composition (2017)
  11. Shi, Y.; Tuan, H.D.; Tuy, H.; Su, S.: Global optimization for optimal power flow over transmission networks (2017)
  12. Strekalovsky, Alexander S.: Global optimality conditions in nonconvex optimization (2017)
  13. Tong, Jun; Hu, Jian-Qiang; Hu, Jiaqiao: A computational algorithm for equilibrium asset pricing under heterogeneous information and short-sale constraints (2017)
  14. van Ackooij, Wim: A comparison of four approaches from stochastic programming for large-scale unit-commitment (2017)
  15. Wang, Wei; Jin, Ming; Li, Shanghua; Cao, Xinyu: A $\mathcalUV$-method for a class of constrained minimized problems of maximum eigenvalue functions (2017)
  16. Apkarian, Pierre; Noll, Dominikus; Ravanbod, Laleh: Nonsmooth bundle trust-region algorithm with applications to robust stability (2016)
  17. Bolte, Jér^ome; Pauwels, Edouard: Majorization-minimization procedures and convergence of SQP methods for semi-algebraic and tame programs (2016)
  18. Burclová, Katarína; Pázman, Andrej: Optimal design of experiments via linear programming (2016)
  19. Dentcheva, Darinka; Wolfhagen, Eli: Two-stage optimization problems with multivariate stochastic order constraints (2016)
  20. de Oliveira, Welington; Solodov, Mikhail: A doubly stabilized bundle method for nonsmooth convex optimization (2016)

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