Proximal Stabilized Interior Point Methods and Low-Frequency-Update Preconditioning Techniques - researchr publication related

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Stefano Cipolla, Jacek Gondzio. Proximal Stabilized Interior Point Methods and Low-Frequency-Update Preconditioning Techniques. J. Optimization Theory and Applications, 197(3):1061-1103, June 2023. [doi]

The following publications are possibly variants of this publication:

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

Implementation of an interior point method with basis preconditioningLukas Schork, Jacek Gondzio. mpc, 12(4):603-635, 2020. [doi]

Preconditioning Indefinite Systems in Interior Point Methods for OptimizationLuca Bergamaschi, Jacek Gondzio, Giovanni Zilli. coap, 28(2):149-171, 2004. [doi]

General-purpose preconditioning for regularized interior point methodsJacek Gondzio, Spyridon Pougkakiotis, John W. Pearson. coap, 83(3):727-757, 2022. [doi]

An interior point-proximal method of multipliers for convex quadratic programmingSpyridon Pougkakiotis, Jacek Gondzio. coap, 78(2):307-351, 2021. [doi]

An Interior Point-Proximal Method of Multipliers for Linear Positive Semi-Definite ProgrammingSpyridon Pougkakiotis, Jacek Gondzio. jota, 192(1):97-129, 2022. [doi]

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