Dominique Orban
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We describe the most recent evolution of our constrained and unconstrained testing environment and its accompanying SIF decoder. Code-named SIFDecode and CU...
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Projected Krylov methods are full-space formulations of Krylov methods that take place in a nullspace. Provided projections into the nullspace can be compute...
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Interior-point methods feature prominently among numerical methods for inequality-constrained optimization problems, and involve the need to solve a sequ...
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Interior-point methods in semi-definite programming (SDP) require the solution of a sequence of linear systems which are used to derive the search directions...
BibTeX referenceOptimization of Algorithms with OPAL
OPAL is a general-purpose system for modeling and solving algorithm optimization problems. OPAL takes an algorithm as input, and as output it suggests para...
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Implementations of the Simplex method differ only in very specific aspects such as the pivot rule. Similarly, most relaxation methods for mixed-integer ...
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The analytic center cutting plane method and its proximal variant are well known techniques for solving convex programming problems. We propose two seq...
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We consider a class of infeasible, path-following methods for convex quadratric programming. Our methods are designed to be effective for solving both nonde...
BibTeX referenceAn ℓ1 Elastic Interior-Point Method for Mathematical Programs with Complementarity Constraints
We propose an interior-point algorithm based on an elastic formulation of the ℓ1
-penalty merit function for mathematical programs with complementar...
Interior-point methods in augmented form for linear and convex quadratic programming require the solution of a sequence of symmetric indefinite linear ...
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Parameterizing source code for architecture-bound optimization is a common approach to high-performance programming but one that makes the programmer's task ...
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We propose a modified primal-dual interior-point method for nonlinear programming that relaxes the requirement of closely following the central path and lend...
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In the context of algorithmic parameter optimization, there is much room for efficient usage of computational resources. We consider the OPAL framework in wh...
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A mixed interior/exterior-point method for nonlinear programming is described, that handles constraints by way of an <i>l</i><sub>1</sub>-penalty function. A...
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We introduce the OPAL framework in which the identification of good algorithmic parameters is interpreted as a black box optimization problem whose variables...
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This intentionally short tutorial is an introduction to the main features of AMPL that are relevant to nonlinear optimization model authoring. Pointers are g...
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The Improved Primal Simplex algorithm IPS [8] is a dynamic constraint reduction method particularly effective on degenerate linear programs. It is able to ac...
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We present a procedure for self calibration of a pinhole camera subject to radial distortion. Radial distortion parameters are estimated using a nonlinear le...
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We propose a class of projected Krylov methods for the solution of unsymmetric augmented systems of equations such as those arising from the finite-element f...
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We describe LANCELOT_simple, an interface to the LANCELOT B nonlinear optimization package within the GALAHAD library (Gould, Orban and Toint, 2003) which ig...
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