PLCP

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 117 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. Gilbert, Jean Charles: On the solution uniqueness characterization in the L1 norm and polyhedral gauge recovery (2017)
  4. Métivier, L.; Brossier, R.; Operto, S.; Virieux, J.: Full waveform inversion and the truncated Newton method (2017)
  5. Sala, Ramses; Baldanzini, Niccolò; Pierini, Marco: Global optimization test problems based on random field composition (2017)
  6. van Ackooij, Wim: A comparison of four approaches from stochastic programming for large-scale unit-commitment (2017)
  7. Apkarian, Pierre; Noll, Dominikus; Ravanbod, Laleh: Nonsmooth bundle trust-region algorithm with applications to robust stability (2016)
  8. Bolte, Jér^ome; Pauwels, Edouard: Majorization-minimization procedures and convergence of SQP methods for semi-algebraic and tame programs (2016)
  9. Burclová, Katarína; Pázman, Andrej: Optimal design of experiments via linear programming (2016)
  10. Dentcheva, Darinka; Wolfhagen, Eli: Two-stage optimization problems with multivariate stochastic order constraints (2016)
  11. de Oliveira, Welington; Solodov, Mikhail: A doubly stabilized bundle method for nonsmooth convex optimization (2016)
  12. Fliege, Jörg; Vaz, A.Ismael F.: A method for constrained multiobjective optimization based on SQP techniques (2016)
  13. Gospodarczyk, Przemysław; Lewanowicz, Stanisław; Woźny, Paweł: $G^k,l$-constrained multi-degree reduction of Bézier curves (2016)
  14. Griewank, Andreas; Walther, Andrea; Fiege, Sabrina; Bosse, Torsten: On Lipschitz optimization based on gray-box piecewise linearization (2016)
  15. Hojny, Christopher; Pfetsch, Marc E.: A polyhedral investigation of star colorings (2016)
  16. Izmailov, A.F.; Solodov, M.V.; Uskov, E.I.: Globalizing stabilized sequential quadratic programming method by smooth primal-dual exact penalty function (2016)
  17. Curtis, Frank E.; Que, Xiaocun: A quasi-Newton algorithm for nonconvex, nonsmooth optimization with global convergence guarantees (2015)
  18. Izmailov, A.F.; Solodov, M.V.: Newton-type methods: a broader view (2015)
  19. Kolosnitcyn, Anton Vasilevich: Using of modified simplex imbeddings method for solving special class of convex non-differentiable optimization problems (2015)
  20. Pang, Li-Ping; Chen, Shuang; Wang, Jin-He: Risk management in portfolio applications of non-convex stochastic programming (2015)

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