Warm-Start of Interior-Point Methods Applied to Sequential Convex Programming

AC Morelli, C Hofmann… - IEEE Transactions on …, 2024 - ieeexplore.ieee.org
Sequential convex programming (SCP) is an iterative technique that solves nonconvex
optimization problems by considering a sequence of convex subproblems whose solutions …

On interior-point warmstarts for linear and combinatorial optimization

A Engau, MF Anjos, A Vannelli - SIAM Journal on Optimization, 2010 - SIAM
Despite the many advantages of interior-point algorithms over active-set methods for linear
optimization, one of the remaining practical challenges is their current limitation to efficiently …

A globally convergent primal-dual interior-point relaxation method for nonlinear programs

XW Liu, YH Dai - Mathematics of Computation, 2020 - ams.org
We prove that the classic logarithmic barrier problem is equivalent to a particular logarithmic
barrier positive relaxation problem with barrier and scaling parameters. Based on the …

A primal-dual interior-point relaxation method with global and rapidly local convergence for nonlinear programs

XW Liu, YH Dai, YK Huang - Mathematical Methods of Operations …, 2022 - Springer
Based on solving an equivalent parametric equality constrained mini-max problem of the
classic logarithmic-barrier subproblem, we present a novel primal-dual interior-point …

Cutting plane methods and subgradient methods

JE Mitchell - Decision Technologies and Applications, 2009 - pubsonline.informs.org
Interior point methods have proven very successful at solving linear programming problems.
When an explicit linear programming formulation is either not available or is too large to …

[PDF][PDF] Warm-start of interior point methods for second order cone optimization via rounding over optimal Jordan frames

SB Cay, I Pólik, T Terlaky - ISE TechnicalReport 17T-006 …, 2017 - optimization-online.org
Interior point methods (IPM) are the most popular approaches to solve Second Order Cone
Optimization (SOCO) problems, due to their theoretical polynomial complexity and practical …

Recent progress in interior-point methods: Cutting-plane algorithms and warm starts

A Engau - Handbook on Semidefinite, Conic and Polynomial …, 2012 - Springer
We review some of the recent enhancements of interior-point methods for the improved
solution of semidefinite relaxations in combinatorial optimization and binary quadratic …

On handling cutting planes in interior-point methods for solving semi-definite relaxations of binary quadratic optimization problems

A Engau, MF Anjos, A Vannelli - Optimization Methods and …, 2012 - Taylor & Francis
We describe an improved technique for handling large numbers of cutting planes when
using an interior-point method for the solution of linear and semi-definite programming …

Efficiently solving repeated integer linear programming problems by learning solutions of similar linear programming problems using boosting trees

AG Banerjee, N Roy - 2015 - dspace.mit.edu
It is challenging to obtain online solutions of large-scale integer linear programming (ILP)
problems that occur frequently in slightly different forms during planning for autonomous …

[PDF][PDF] A primal-dual interior-point relaxation method with adaptively updating barrier for nonlinear programs

XW Liu, YH Dai, YK Huang - arXiv preprint arXiv:2007.10803, 2020 - researchgate.net
Based on solving an equivalent parametric equality constrained mini-max problem of the
classic logarithmic-barrier subproblem, we present a novel primal-dual interior-point …