Questions tagged [interior-point-method]
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Barrier algorithm Gurobi and interior-point quadprog; what kind of matrices can it handle the best (sparse or dense, large or small problems)?
I am trying to solve a QP problem.
Does anybody know the differences between the interior-point-convex algorithm of quadprog and the barrier method of Gurobi in terms which kind of matrices can the ...
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How to set up and solve acceleration-limited trajectory optimization problems?
I've been trying to learn how to solve simple acceleration-limited trajectory planning problems. I'm working in C++ and I've been using the Eigen library to do linear systems solving. I'm doing the ...
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Good languages/packages for interior point optimization with non-linear constraints?
I'm currently using Python's scipy.optimize package to perform parameter estimation for a system of 10 ODEs. I have some observed data, and I'm trying to find the set of parameters which makes the ODE ...
2
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279 views
Convergence of a very large non-linear least squares optimization
(note: I also posted this question on stackoverflow before finding this community here, which seems a better place for it)
I'm trying to solve the following problem: I have a lot (~80000) surface ...
2
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0answers
52 views
Transforming an arbitrary linear program into one with an interior point
Primal-dual interior point methods for linear programming require interior primal and dual starting points. I am looking for a good reference containing a description for modifying a given linear ...
