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

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Large-Scale Scientific Computing (LSSC 2009)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 5910))

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Abstract

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.

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References

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Author information

Authors and Affiliations

  1. Laboratory of Operations Research and Decision Systems, Hungarian Academy of Sciences,  

    Csaba Mészáros

Authors
  1. Csaba Mészáros
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Editor information

Editors and Affiliations

  1. Institute for Parallel Processing, Bulgarian Academy of Sciences, Acad. G. Bonchev, Bl. 25A, 1113, Sofia, Bulgaria

    Ivan Lirkov

  2. Institute for Parallel Processing, Bulgarian Academy of Sciences, Acad. G. Bonchev Str. Bl. 25-A, 1113, Sofia, Bulgaria

    Svetozar Margenov

  3. Department of Informatics and Mathematical Modelling, Technical University of Denmark, Richard Petersens Plads - Building 321, 2800, Kongens Lyngby, Denmark

    Jerzy Waśniewski

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Mészáros, C. (2010). The Bpmpd Interior Point Solver for Convex Quadratically Constrained Quadratic Programming Problems. In: Lirkov, I., Margenov, S., Waśniewski, J. (eds) Large-Scale Scientific Computing. LSSC 2009. Lecture Notes in Computer Science, vol 5910. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-12535-5_97

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  • DOI: https://doi.org/10.1007/978-3-642-12535-5_97

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-12534-8

  • Online ISBN: 978-3-642-12535-5

  • eBook Packages: Computer ScienceComputer Science (R0)

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