Gondzio Jacek

Jacek Gondzio

Information about the author Jacek Gondzio will soon be added to the site.
Found 17 papers in total
Matrix‐free interior point method
Matrix‐free interior point method
2012
In this paper we present a redesign of a linear algebra kernel of an interior point...
Exploiting separability in large‐scale linear support vector machine training
Exploiting separability in large‐scale linear support vector machine training
2011
Linear support vector machine training can be represented as a large quadratic...
Inexact constraint preconditioners for linear systems arising in interior point methods
Inexact constraint preconditioners for linear systems arising in interior point methods
2007
Issues of indefinite preconditioning of reduced Newton systems arising in optimization...
Further development of multiple centrality correctors for interior point methods
Further development of multiple centrality correctors for interior point methods
2008
This paper addresses the role of centrality in the implementation of interior point...
Parallel interior-point solver for structured quadratic programs: Application to financial planning problems
Parallel interior-point solver for structured quadratic programs: Application to financial planning problems
2007
Many practical large-scale optimization problems are not only sparse, but also display...
Addendum to ‘Presolve analysis of linear programs prior to applying an interior point method’
Addendum to ‘Presolve analysis of linear programs prior to applying an interior point method’
2001
In this note we point out that the assumptions of Propositions 1 and 2 in Gondzio...
High-performance computing for asset–liability management
High-performance computing for asset–liability management
2001
Financial institutions require sophisticated tools for risk management. For...
Efficient management of multiple sets to extract complex structures from mathematical programs
Efficient management of multiple sets to extract complex structures from mathematical programs
2001
Most of the applied models written with an algebraic modeling language involve...
Building and solving large-scale stochastic programs on an affordable distributed computing system
Building and solving large-scale stochastic programs on an affordable distributed computing system
2000
We present an integrated procedure to build and solve big stochastic programming...
Another simplex-type method for large scale linear programming
Another simplex-type method for large scale linear programming
1996
A method is proposed for solving large sparse linear programs. Unlike the well-known...
A structure-exploiting tool in algebraic modeling languages
A structure-exploiting tool in algebraic modeling languages
2000
A new concept is proposed for linking algebraic modeling languages with...
Warm start of the primal–dual method applied in the cutting-plane scheme
Warm start of the primal–dual method applied in the cutting-plane scheme
1998
A practical warm-start procedure is described for the infeasible primal–dual...
Presolve analysis of linear programs prior to applying an interior point method
Presolve analysis of linear programs prior to applying an interior point method
1997
Several issues concerning an analysis of large and sparse linear programming problems...
On exploiting original problem data in the inverse representation of linear programming bases
On exploiting original problem data in the inverse representation of linear programming bases
1994
A method for handling the inverse of linear programming bases is presented. The method...
Multiple centrality corrections in a primal–dual method for linear programming
Multiple centrality corrections in a primal–dual method for linear programming
1996
A modification of the (infeasible) primal-dual interior point method is developed. The...
Solving a class of LP problems with a primal–dual logarithmic barrier method
Solving a class of LP problems with a primal–dual logarithmic barrier method
1995
Applying a higher order primal–dual logarithmic barrier method for solving large...
Presolve analysis of linear programs prior to applying an interior point method
Presolve analysis of linear programs prior to applying an interior point method
1997
Several issues concerning an analysis of large and sparse linear programming problems...
Papers per page: