The primal-dual-ipm project offers a scientific implementation and evaluation of primal-dual interior point methods for linear programming. This includes Mehrotra’s predictor-corrector algorithm. The ...

A modified version of Generalized Programming is presented for solving convex programming problems. The procedure uses convenient linear approximations of the gradient of the dual in order to ...

Abstract: This work considers the dual gradient-projection algorithm (GPAD), a lightweight quadratic programming (QP) solver for real-time embedded model predictive control (MPC) applications, and ...

Roughly, we will cover the following topics (some of them may be skipped depending on the time available). Linear Programming: Basics, Simplex Algorithm, and Duality. Applications of Linear ...

Note that the optimal solution to Gonzaga’s problem denoted by (G) is [a, 0] T with an optimal value of the objective function equal to a, a ≥ 10. From the infeasible starting point e = [1, 1] T, the ...