Marco D'Apuzzo

Starting-Point Strategies for an Infeasible Potential Reduction Method

  • Marco D'Apuzzo
  • Valentina De Simone
  • Daniela di Serafino
    • Categories Quadratic Programming Tags , ,

    We present two strategies for choosing a “hot” starting-point in the context of an infeasible Potential Reduction (PR) method for convex Quadratic Programming. The basic idea of both strategies is to select a preliminary point and to suitably scale it in order to obtain a starting point such that its nonnegative entries are sufficiently bounded … Read more

    On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods

  • Marco D'Apuzzo
  • Valentina De Simone
  • Daniela di Serafino
    • Categories Constrained Nonlinear Optimization Tags , , , , ,

    The solution of KKT systems is ubiquitous in optimization methods and often dominates the computation time, especially when large-scale problems are considered. Thus, the effective implementation of such methods is highly dependent on the availability of effective linear algebra algorithms and software, that are able, in turn, to take into account specific needs of optimization. … Read more