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math.OC2022
Proximal stabilized Interior Point Methods for quadratic programming and low-frequency-updates preconditioning techniques
Stefano Cipolla, Jacek Gondzio
In this work, in the context of Linear and Quadratic Programming, we interpret Primal Dual Regularized Interior Point Methods (PDR-IPMs) in the framework of the Proximal Point Meth…
math.OC2020
Random multi-block ADMM: an ALM based view for the QP case
Stefano Cipolla, Jacek Gondzio
Embedding randomization procedures in the Alternating Direction Method of Multipliers (ADMM) has recently attracted an increasing amount of interest as a remedy to the fact that th…