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math.OC2023
A regularized Interior Point Method for sparse Optimal Transport on Graphs
Stefano Cipolla, Jacek Gondzio, Filippo Zanetti
In this work, the authors address the Optimal Transport (OT) problem on graphs using a proximal stabilized Interior Point Method (IPM). In particular, strongly leveraging on the in…
math.OC2023
An active-set method for sparse approximations. Part II: General piecewise-linear terms
Spyridon Pougkakiotis, Jacek Gondzio, Dionysios S. Kalogerias
In this paper we present an efficient active-set method for the solution of convex quadratic programming problems with general piecewise-linear terms in the objective, with applica…