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BlockIP: an interior-point solver for block angular problems

Author
Castro, J.; Jiménez, X.
Type of activity
Presentation of work at congresses
Name of edition
20th Conference of the International Federation of Operational Research Societies
Date of publication
2014
Presentation's date
2014-07-15
Book of congress proceedings
Technical Program
First page
118
Last page
118
Project funding
OPTIMIZACION DE PROBLEMAS ESTRUCTURADOS DE GRAN ESCALA. APLICACIONES A CONFIDENCIALIDAD DE DATOS.
URL
http://www.ifors2014.org/files2/program-ifors2014.pdf Open in new window
Abstract
A new interior-point solver for block angular structures is introduced. It implements an approach based on the solution of normal equa- tions by Cholesky factorizations and preconditioned conjugate gradi- ents (PCG). Some of its features are: it is written in C++, allowing several input formats (C++ interface, extended MPS, AMPL SML); it solves separable convex problems (linear, quadratic and nonlinear); both proximal point and quadratic regularizations are included; normal equation are solved b...
Group of research
GNOM - Mathematical Optimization Group

Participants