- Condensed Interior-Point Methods for Scalable Nonlinear Programming on GPUs
2024/05/23 by François Pacaud, Pacaud, François, Sungho Shin +7 · 3 citations
Computer Science · Mathematics · #Advanced Optimization Algorithms Research #Algorithm #Applied mathematics #Cholesky decomposition #Computational science #Computer science #Factorization #Interior point method #Karush–Kuhn–Tucker conditions #Linear system #Mathematical analysis #Mathematical optimization #Mathematics #Matrix Theory and Algorithms #Nonlinear programming #Nonlinear system #Parallel Computing and Optimization Techniques #Parallel computing #Physics #Solver #math.OC
- Implementation of an interior point method with basis preconditioning
2020/02/24 by Lukas Schork, Jacek Gondzio · 1 citation
Mathematics · Computer Science · Engineering · #Advanced Optimization Algorithms Research #Matrix Theory and Algorithms #Spacecraft Dynamics and Control #Interior point method #Simplex algorithm #Basis (linear algebra) #Simplex #Solver #Linear programming #Linear algebra #Linear system #Theory of computation #Matrix (chemical analysis) #Mathematics #Computer science #Point (geometry) #Mathematical optimization #Algorithm #Geometry #Mathematical analysis
- Sparse Portfolio Selection via Quasi-Norm Regularization
2013/12/22 by Caihua Chen, Chen, Caihua, Xindan Li +7 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Engineering · Mathematics · #90B50 #90C05 #91G10 #Advanced Bandit Algorithms Research #Applied mathematics #Artificial intelligence #Combinatorics #Computer science #Economics #FOS: Economics and business #FOS: Mathematics #Interior point method #Karush–Kuhn–Tucker conditions #Mathematical optimization #Mathematics #Norm (philosophy) #Optimization and Control (math.OC) #Portfolio #Portfolio Management (q-fin.PM) #Regularization (linguistics) #Risk and Portfolio Optimization #Sparse and Compressive Sensing Techniques #math.OC #msc:90B50 #msc:90C05 #msc:91G10 #q-fin.PM
- Self-regular functions and new search directions for linear and semidefinite optimization
2002/06/01 by Jiming Peng, C. Roos, Tamás Terlaky · 1 citation
Mathematics · Computer Science · #Advanced Optimization Algorithms Research #Iterative Methods for Nonlinear Equations #Matrix Theory and Algorithms #Mathematics #Combinatorics #Degree (music) #Function (biology) #Upper and lower bounds #Kernel (algebra) #Interior point method #Polynomial #Semidefinite programming #Discrete mathematics #Algorithm #Mathematical analysis #Mathematical optimization