Jacek Gondzio

Orcid: 0000-0002-6270-4666

According to our database1, Jacek Gondzio authored at least 82 papers between 1994 and 2023.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

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Bibliography

2023
Proximal Stabilized Interior Point Methods and Low-Frequency-Update Preconditioning Techniques.
J. Optim. Theory Appl., June, 2023

A New Stopping Criterion for Krylov Solvers Applied in Interior Point Methods.
SIAM J. Sci. Comput., April, 2023

Optimising portfolio diversification and dimensionality.
J. Glob. Optim., 2023

2022
Sparse Approximations with Interior Point Methods.
SIAM Rev., 2022

An Interior Point-Proximal Method of Multipliers for Linear Positive Semi-Definite Programming.
J. Optim. Theory Appl., 2022

Training very large scale nonlinear SVMs using Alternating Direction Method of Multipliers coupled with the Hierarchically Semi-Separable kernel approximations.
EURO J. Comput. Optim., 2022

Proximal stabilized Interior Point Methods for quadratic programming and low-frequency-updates preconditioning techniques.
CoRR, 2022

A semismooth Newton-proximal method of multipliers for 𝓁<sub>1</sub>-regularized convex quadratic programming.
CoRR, 2022

Improved instance generation for kidney exchange programmes.
Comput. Oper. Res., 2022

General-purpose preconditioning for regularized interior point methods.
Comput. Optim. Appl., 2022

2021
A new preconditioning approach for an interior point-proximal method of multipliers for linear and convex quadratic programming.
Numer. Linear Algebra Appl., 2021

A Relaxed Interior Point Method for Low-Rank Semidefinite Programming Problems with Applications to Matrix Completion.
J. Sci. Comput., 2021

Global solutions of nonconvex standard quadratic programs via mixed integer linear programming reformulations.
J. Glob. Optim., 2021

Material-separating regularizer for multi-energy X-ray tomography.
CoRR, 2021

Improving solution times for stable matching problems through preprocessing.
Comput. Oper. Res., 2021

An interior point-proximal method of multipliers for convex quadratic programming.
Comput. Optim. Appl., 2021

2020
Fast Solution Methods for Convex Quadratic Optimization of Fractional Differential Equations.
SIAM J. Matrix Anal. Appl., 2020

Implementation of an interior point method with basis preconditioning.
Math. Program. Comput., 2020

ADMM and inexact ALM: the QP case.
CoRR, 2020

2019
The Robust Vehicle Routing Problem with Time Windows: Compact Formulation and Branch-Price-and-Cut Method.
Transp. Sci., 2019

An inexact dual logarithmic barrier method for solving sparse semidefinite programs.
Math. Program., 2019

Dynamic Non-diagonal Regularization in Interior Point Methods for Linear and Convex Quadratic Programming.
J. Optim. Theory Appl., 2019

Mathematical models for stable matching problems with ties and incomplete lists.
Eur. J. Oper. Res., 2019

A relaxed interior point method for low-rank semidefinite programming problems.
CoRR, 2019

Quasi-Newton approaches to interior point methods for quadratic problems.
Comput. Optim. Appl., 2019

2018
A specialized primal-dual interior point method for the plastic truss layout optimization.
Comput. Optim. Appl., 2018

2017
Fast interior point solution of quadratic programming problems arising from PDE-constrained optimization.
Numerische Mathematik, 2017

2016
Large-scale optimization with the primal-dual column generation method.
Math. Program. Comput., 2016

A second-order method for strongly convex ℓ 1 -regularization problems.
Math. Program., 2016

Inexact Coordinate Descent: Complexity and Preconditioning.
J. Optim. Theory Appl., 2016

Crash start of interior point methods.
Eur. J. Oper. Res., 2016

Performance of first- and second-order methods for \(\ell _1\) -regularized least squares problems.
Comput. Optim. Appl., 2016

2015
A Preconditioner for A Primal-Dual Newton Conjugate Gradient Method for Compressed Sensing Problems.
SIAM J. Sci. Comput., 2015

A new warmstarting strategy for the primal-dual column generation method.
Math. Program., 2015

2014
Matrix-free interior point method for compressed sensing problems.
Math. Program. Comput., 2014

Solving large-scale optimization problems related to Bell's Theorem.
J. Comput. Appl. Math., 2014

Action constrained quasi-Newton methods.
CoRR, 2014

2013
A Matrix-Free Preconditioner for Sparse Symmetric Positive Definite Systems and Least-Squares Problems.
SIAM J. Sci. Comput., 2013

Convergence Analysis of an Inexact Feasible Interior Point Method for Convex Quadratic Programming.
SIAM J. Optim., 2013

New developments in the primal-dual column generation technique.
Eur. J. Oper. Res., 2013

Using the primal-dual interior point algorithm within the branch-price-and-cut method.
Comput. Oper. Res., 2013

2012
Interior point methods 25 years later.
Eur. J. Oper. Res., 2012

Matrix-free interior point method.
Comput. Optim. Appl., 2012

2011
A Probabilistic Constraint Approach for Robust Transmit Beamforming With Imperfect Channel Information.
IEEE Trans. Signal Process., 2011

Computational experience with numerical methods for nonnegative least-squares problems.
Numer. Linear Algebra Appl., 2011

A warm-start approach for large-scale stochastic linear programs.
Math. Program., 2011

A note on the primal-dual column generation method for combinatorial optimization.
Electron. Notes Discret. Math., 2011

Exploiting separability in large-scale linear support vector machine training.
Comput. Optim. Appl., 2011

Erratum to: Inexact constraint preconditioners for linear systems arising in interior point methods.
Comput. Optim. Appl., 2011

Base Station Location Optimization for Minimal Energy Consumption in Wireless Networks.
Proceedings of the 73rd IEEE Vehicular Technology Conference, 2011

GPU Acceleration of the Matrix-Free Interior Point Method.
Proceedings of the Parallel Processing and Applied Mathematics, 2011

2010
Operations risk management by optimally planning the qualified workforce capacity.
Eur. J. Oper. Res., 2010

2009
A family of linear programming algorithms based on an algorithm by von Neumann.
Optim. Methods Softw., 2009

Regularization and preconditioning of KKT systems arising in nonnegative least-squares problems.
Numer. Linear Algebra Appl., 2009

A structure-conveying modelling language for mathematical and stochastic programming.
Math. Program. Comput., 2009

Hybrid MPI/OpenMP Parallel Linear Support Vector Machine Training.
J. Mach. Learn. Res., 2009

Warmstarting for interior point methods applied to the long-term power planning problem.
Eur. J. Oper. Res., 2009

Exploiting structure in parallel implementation of interior point methods for optimization.
Comput. Manag. Sci., 2009

2008
A New Unblocking Technique to Warmstart Interior Point Methods Based on Sensitivity Analysis.
SIAM J. Optim., 2008

Preconditioning indefinite systems in interior point methods for large scale linear optimisation.
Optim. Methods Softw., 2008

Further development of multiple centrality correctors for interior point methods.
Comput. Optim. Appl., 2008

Robust transmit beamforming based on probabilistic constraint.
Proceedings of the 2008 16th European Signal Processing Conference, 2008

2007
Solving non-linear portfolio optimization problems with the primal-dual interior point method.
Eur. J. Oper. Res., 2007

Inexact constraint preconditioners for linear systems arising in interior point methods.
Comput. Optim. Appl., 2007

Parallel interior-point solver for structured quadratic programs: Application to financial planning problems.
Ann. Oper. Res., 2007

2005
Direct Solution of Linear Systems of Size 10<sup>9</sup> Arising in Optimization with Interior Point Methods.
Proceedings of the Parallel Processing and Applied Mathematics, 2005

7. Stochastic Programming from Modeling Languages.
Proceedings of the Applications of Stochastic Programming, 2005

2004
An Interior Point Heuristic for the Hamiltonian Cycle Problem via Markov Decision Processes.
J. Glob. Optim., 2004

Preconditioning Indefinite Systems in Interior Point Methods for Optimization.
Comput. Optim. Appl., 2004

2003
Parallel interior-point solver for structured linear programs.
Math. Program., 2003

2002
Reoptimization With the Primal-Dual Interior Point Method.
SIAM J. Optim., 2002

2001
High-Performance Computing for Asset-Liability Management.
Oper. Res., 2001

Addendum to "Presolve Analysis of Linear Programs Prior to Applying an Interior Point Method".
INFORMS J. Comput., 2001

Parallel Implementation of a Central Decomposition Method for Solving Large-Scale Planning Problems.
Comput. Optim. Appl., 2001

Efficient Management of Multiple Sets to Extract Complex Structures from Mathematical Programs.
Ann. Oper. Res., 2001

2000
Building and Solving Large-Scale Stochastic Programs on an Affordable Distributed Computing System.
Ann. Oper. Res., 2000

Decomposition and parallel processing techniques for two-time scale controlled Markov chains.
Proceedings of the 39th IEEE Conference on Decision and Control, 2000

1998
Warm start of the primal-dual method applied in the cutting-plane scheme.
Math. Program., 1998

1997
Presolove Analysis of Linear Programs Prior to Applying an Interior Point Method.
INFORMS J. Comput., 1997

1996
Solving nonlinear multicommodity flow problems by the analytic center cutting plane method.
Math. Program., 1996

Multiple centrality corrections in a primal-dual method for linear programming.
Comput. Optim. Appl., 1996

1994
On Exploiting Original Problem Data in the Inverse Representation of Linear Programming Bases.
INFORMS J. Comput., 1994


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