Parallel interior-point solver for structured quadratic programs: Application to financial planning problems

Many practical large-scale optimization problems are not only sparse, but also display some form of block-structure such as primal or dual block angular structure. Often these structures are nested: each block of the coarse top level structure is block-structured itself. Problems with these characte...

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Veröffentlicht in:	Annals of operations research Jg. 152; H. 1; S. 319 - 339
Hauptverfasser:	Gondzio, Jacek, Grothey, Andreas
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	New York Springer Nature B.V 01.07.2007
Schlagworte:	Algorithms Exploitation Linear algebra Object oriented programming Operations research Optimization Portfolio management Random variables Sparsity Stochastic models Studies
ISSN:	0254-5330, 1572-9338
Online-Zugang:	Volltext
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