LOQO:an interior point code for quadratic programming Export

@article{vanderbei:99b, abstract = {This paper describes a software package, called LOQO, which implements a primal-dual interior-point method for general nonlinear programming. We focus in this paper mainly on the algorithm as it applies to linear and quadratic programming with only brief mention of the extensions to convex and general nonlinear programming, since a detailed paper describing these extensions was published recently elsewhere. In particular, we emphasize the importance of establishing and maintaining symmetric quasidefiniteness of the reduced KKT system. We show that the industry standard MPS format can be nicely formulated in such a way to provide quasidefiniteness. Computational results are included for a variety of linear and quadratic programming problems.}, author = {Vanderbei, Robert J.}, citeulike-article-id = {3865879}, citeulike-linkout-0 = {http://dx.doi.org/10.1080/10556789908805759}, doi = {10.1080/10556789908805759}, journal = {Optimization Methods and Software}, keywords = {linear-programming, optimization, quadratic-programming}, number = {1}, pages = {451--484}, posted-at = {2009-01-08 23:18:12}, priority = {0}, publisher = {Taylor \& Francis}, title = {LOQO:an interior point code for quadratic programming}, url = {http://dx.doi.org/10.1080/10556789908805759}, volume = {11}, year = {1999} }

TY - JOUR ID - vanderbei:99b L3 - citeulike-article-id:3865879 N2 - This paper describes a software package, called LOQO, which implements a primal-dual interior-point method for general nonlinear programming. We focus in this paper mainly on the algorithm as it applies to linear and quadratic programming with only brief mention of the extensions to convex and general nonlinear programming, since a detailed paper describing these extensions was published recently elsewhere. In particular, we emphasize the importance of establishing and maintaining symmetric quasidefiniteness of the reduced KKT system. We show that the industry standard MPS format can be nicely formulated in such a way to provide quasidefiniteness. Computational results are included for a variety of linear and quadratic programming problems. IS - 1 JF - Optimization Methods and Software EP - 484 TI - LOQO:an interior point code for quadratic programming PB - Taylor & Francis VL - 11 SP - 451 KW - linear-programming KW - optimization KW - quadratic-programming AU - Vanderbei, Robert PY - 1999/// UR - http://dx.doi.org/10.1080/10556789908805759 ER -