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A new preconditioning approach for an interior point-proximal method of multipliers for linear and convex quadratic programming

Luca Bergamaschi, Jacek Gondzio, Ángeles Martínez, John W. Pearson, Spyridon Pougkakiotis. A new preconditioning approach for an interior point-proximal method of multipliers for linear and convex quadratic programming. Numerical Lin. Alg. with Applic., 28(4), 2021. [doi]

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