Matrix-free interior point method
Year of publication: |
2012
|
---|---|
Authors: | Gondzio, Jacek |
Published in: |
Computational Optimization and Applications. - Springer. - Vol. 51.2012, 2, p. 457-480
|
Publisher: |
Springer |
Subject: | Linear programming | Quadratic programming | Matrix-free | Interior point methods | Iterative methods | Implicit preconditioner |
-
Using groups in the splitting preconditioner computation for interior point methods
Casacio, Luciana, (2018)
-
Interior point methods 25 years later
Gondzio, Jacek, (2012)
-
Crash start of interior point methods
Gondzio, Jacek, (2016)
- More ...
-
Interior point methods 25 years later
Gondzio, Jacek, (2012)
-
Crash start of interior point methods
Gondzio, Jacek, (2016)
-
Hedging Options under Transaction Costs and Stochastic Volatility
Kouwenberg, Roy, (1999)
- More ...