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LOQO

swMATH ID: 2212
Software Authors: Vanderbei, Robert J.
Description: LOQO: An interior point code for quadratic programming. 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.
Homepage: http://www.princeton.edu/~rvdb/
Keywords: software; package; linear and quadratic programming; convex and general nonlinear; prograsnming
Related Software: Ipopt; AMPL; MINOS; SNOPT; LANCELOT; KNITRO; Mosek; CUTEr; GAMS; Matlab; CPLEX; NETLIB LP Test Set; MA57; SeDuMi; HOPDM; SVMlight; LIPSOL; UCI-ml; ipfilter; CG+
Referenced in: 207 Publications

Standard Articles

1 Publication describing the Software, including 1 Publication in zbMATH Year
LOQO: An interior point code for quadratic programming. Zbl 0973.90518
Vanderbei, Robert J.
1999
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Referenced by 338 Authors

13 Vanderbei, Robert Joseph
9 Shanno, David F.
6 Benson, Hande Y.
5 Mészáros, Csaba
5 Mulvey, John M.
5 Terlaky, Tamás
4 D’Apuzzo, Marco
4 Fernandes, Edite M. G. P.
4 Le Thi, Hoai An
4 Pham Dinh Tao
3 Behjat, Laleh
3 Boyd, Stephen Poythress
3 Curtis, Frank E.
3 De Simone, Valentina
3 di Serafino, Daniela
3 Gould, Nicholas Ian Mark
3 Griva, Igor A.
3 Júdice, Joaquim João
3 Kirches, Christian
3 Martínez, José Mario
3 Robinson, Daniel P.
3 Simon, Jaan-Willem
3 Toh, Kim Chuan
3 Vannelli, Anthony
3 Weichert, Dieter
3 Zanni, Luca
2 Altman, Anna
2 Anand, Christopher Kumar
2 Andreani, Roberto
2 Anitescu, Mihai
2 Armand, Paul
2 Beraldi, Patrizia
2 Berger, Adam J.
2 Biegler, Lorenz T.
2 Bienstock, Daniel
2 Bock, Hans Georg
2 Cafieri, Sonia
2 Chai, Joo-Siong
2 Chen, Zhongwen
2 Costa, M. Fernanda P.
2 Evgeniou, Theodoros
2 Fishburn, Peter Clingerman
2 Fourer, Robert
2 Galligani, Emanuele
2 Gondzio, Jacek
2 González-Lima, María D.
2 Grant, Michael C.
2 Haugen, Kjetil K.
2 Hintermüller, Michael
2 Jansen, Benjamin
2 Jarre, Florian
2 Lavery, John E.
2 Lin, Chih-Jen
2 Liu, Han
2 Matías, José M.
2 Mijangos, Eugenio
2 Muramatsu, Masakazu
2 Musmanno, Roberto
2 Nazareth, John Lawrence
2 Olstad, Asmund
2 Omheni, Riadh
2 Pettersen, Bård I.
2 Pontil, Massimiliano
2 Qiu, Songqiang
2 Roos, Cornelis
2 Rosehart, William
2 Ruszczyński, Andrzej
2 Sager, Sebastian
2 Salahi, Maziar
2 Schlöder, Johannes P.
2 Serafini, Thomas
2 Shepp, Lawrence Alan
2 Shetty, Bala
2 Taboada, Javier
2 Toint, Philippe L.
2 Triki, Chefi
2 Vladimirou, Hercules
2 Wright, Stephen J.
2 Yang, Yaguang
2 Ye, Yinyu
2 Yu, Bo
2 Yuan, Ya-xiang
2 Zanghirati, Gaetano
2 Zhu, Zhichuan
1 Adjé, Assalé
1 Ankargren, Sebastian
1 Araújo, M. Madalena T.
1 Asadi, Alireza
1 Audet, Charles
1 Auquiert, Philippe
1 Aykanat, Cevdet
1 Bai, Yanqin
1 Ballard, Grey M.
1 Bartlett, Roscoe A.
1 Bastian, Marion
1 Bellavia, Stefania
1 Bemporad, Alberto
1 Benoist, Joël
1 Bergounioux, Maïtine
1 Berkelaar, Arjan B.
...and 238 more Authors
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Referenced in 77 Serials

20 Computational Optimization and Applications
13 Optimization Methods & Software
11 European Journal of Operational Research
10 SIAM Journal on Optimization
9 Journal of Optimization Theory and Applications
9 Mathematical Programming. Series A. Series B
9 Optimization and Engineering
5 Journal of Computational and Applied Mathematics
5 Numerical Algorithms
4 Applied Mathematics and Computation
3 Journal of Global Optimization
3 Journal of Industrial and Management Optimization
3 Mathematical Programming Computation
2 Computers & Mathematics with Applications
2 International Journal of Systems Science
2 Automatica
2 Computer Aided Geometric Design
2 Computers & Operations Research
2 SIAM Journal on Matrix Analysis and Applications
2 Machine Learning
2 Neural Computation
2 International Journal of Computer Mathematics
2 Computational Statistics and Data Analysis
2 INFORMS Journal on Computing
2 Journal of Machine Learning Research (JMLR)
2 Optimization Letters
1 Computer Methods in Applied Mechanics and Engineering
1 Discrete Applied Mathematics
1 IMA Journal of Numerical Analysis
1 Journal of the Franklin Institute
1 Psychometrika
1 ACM Transactions on Mathematical Software
1 International Journal for Numerical Methods in Engineering
1 Journal of Economic Theory
1 Journal of Pure and Applied Algebra
1 Mathematics and Computers in Simulation
1 Numerische Mathematik
1 Operations Research
1 SIAM Journal on Numerical Analysis
1 Statistica Neerlandica
1 Rendiconti di Matematica e delle sue Applicazioni. Serie VII
1 Operations Research Letters
1 Parallel Computing
1 Algorithmica
1 Computational Mechanics
1 Applied Mathematics Letters
1 Signal Processing
1 Annals of Operations Research
1 Applied Intelligence
1 Pattern Recognition
1 Neurocomputing
1 Cybernetics and Systems Analysis
1 SIAM Journal on Scientific Computing
1 Numerical Linear Algebra with Applications
1 Top
1 International Transactions in Operational Research
1 Mathematical Methods of Operations Research
1 Journal of Combinatorial Optimization
1 Stochastic Environmental Research and Risk Assessment
1 Nonlinear Analysis. Real World Applications
1 Quantitative Finance
1 IMA Journal of Management Mathematics
1 Sādhanā
1 JMMA. Journal of Mathematical Modelling and Algorithms
1 Journal of Applied Mathematics and Computing
1 ACM Journal of Experimental Algorithmics
1 Acta Numerica
1 Computational Management Science
1 Lecture Notes in Computer Science
1 Applied Optimization
1 International Series in Operations Research & Management Science
1 CMS Books in Mathematics/Ouvrages de Mathématiques de la SMC
1 Applications and Applied Mathematics
1 Algorithmic Operations Research
1 SIAM Journal on Financial Mathematics
1 EURO Journal on Computational Optimization
1 Wiley-Interscience Series in Discrete Mathematics and Optimization

Referencing Publications by Year