The Bpmpd Interior Point Solver for Convex Quadratically Constrained Quadratic Programming Problems

The paper describes the convex quadratically constrained quadratic solver Bpmpd which is based on the infeasible–primal–dual algorithm. The discussion includes subjects related to the implemented algorithm and numerical algebra employed. We outline the implementation with emhasis to sparsity and sta...

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Bibliographic Details
Published inLarge-Scale Scientific Computing Vol. 5910; pp. 813 - 820
Main Author Mészáros, Csaba
Format Book Chapter
LanguageEnglish
Published Germany Springer Berlin / Heidelberg 2010
Springer Berlin Heidelberg
SeriesLecture Notes in Computer Science
Subjects
Cache Memory
Cholesky Factorization
Interior Point
Interior Point Method
Quadratic Problem
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ISBN9783642125348
3642125344
ISSN0302-9743
1611-3349
DOI10.1007/978-3-642-12535-5_97

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Summary:The paper describes the convex quadratically constrained quadratic solver Bpmpd which is based on the infeasible–primal–dual algorithm. The discussion includes subjects related to the implemented algorithm and numerical algebra employed. We outline the implementation with emhasis to sparsity and stability issues. Computational results are given on a demonstrative set of convex quadratically constrained quadratic problems.
ISBN:9783642125348
3642125344
ISSN:0302-9743
1611-3349
DOI:10.1007/978-3-642-12535-5_97