Interior-Point Methods Online

Dear Colleagues,

The Interior-Point Methods Online site is no longer maintained.

If you are looking for recent reports on interior-point methods (from 2001 onwards), or if you wish to postyour new report on an online archive, please go toOptimization Online.Reports on interior-point methods can be found on this site in the sections on Linear, Cone and Semidefinite Programming, Nonlinear Optimization, and other categories. You can also search the Optimization Onlinesite by author name or keyword.

This archive of interior-point reports will be left online indefinitely.You are urged to contact the authors to obtain the latest versions ofany reports that catch your interest, or to obtain a reference to thepublished version.

Best regards,

Steve Wright ( Email Steve )

---

From here, you can

• JOIN the interior-point-methods@mcs.anl.gov MAILING LIST.
• Check out the ARCHIVE of papers that have been announced through the mailing list.
• CONTRIBUTE YOUR NEW REPORT to the archive.
• Get some more INFORMATION about the mailing list and archive.
• Send us your COMMENTS AND SUGGESTIONS about Interior-Point Methods Online.

Other fun things to do:

• Check out the bibliography of interior point methods for mathematical programming, maintained by Eberhard Kranich until August 1993.
• Look at our POINTERS to other web sites (additions welcome!)

---

Click here for the Archive of Papers

---

Interior-Point People and Places

Here are some pointers to

• home pages of interior-point researchers
• places where interior-point work is done.

To suggest additions to this list (including your own pages) go to our suggestions box.

People

• Erling Andersen, a co-authorof the MOSEK code.
• Hossein Arsham.
• Stephen Boyd.
• Andreas Fischer.
• Robert M. Freund.
• Roland W. Freund.
• Donald Goldfarb.
• Jacek Gondzio. Includes information on his public-domain interior-point code HOPDM and on the new object-oriented code OOPS.
• Harvey Greenberg. See his Mathematical Programming Glossary.
• Osman Guler.
• Christoph Helmberg.
• Florian Jarre.
• Christian Kanzow.
• Tony Kearsley.
• Masakazu Kojima.
• John Mitchell.
• Shinji Mizuno.
• Renato Monteiro.
• Masakazu Muramatsu.
• Arkadi Nemirovski.
• Yurii Nesterov.
• Michael Overton.
• Florian Potra.
• Mauricio Resende.
• Cornelis Roos.
• Romesh Saigal. Includes information about his book Linear Programming: A Modern Integrated Analysis.
• Tamas Terlaky.
• Mike Todd.
• Kim Chuan Toh.
• Paul Tseng.
• Reha T�t�nc�.
• Takashi Tsuchiya.
• Levent Tuncel.
• Lieven Vandenberghe.
• Bob Vanderbei. Includes a link to the linear/quadratic programming interior-point code LOQO. See also the home page for his book Linear Programming: Foundations and Extensions, much of which is about interior-point methods.
• Jean-Philippe Vial.
• Martin Wechs.
• Henry Wolkowicz.
• Steve Wright. See also the page for his book Primal-Dual Interior-Point Methods (SIAM, 1997) and the page for the code PCx. The home page contains links to an interior-point area, which includes two short movies of a path-following method in action.
• Yinyu Ye.
• Hande Benson.
• Shuzhong Zhang.
• Yin Zhang. This page links to distributions of Zhang's LIPSOL software, a MATLAB interior-point code for linear programming.

Places

• OOPS, an object-oriented parallel implementation of the interior pointalgorithm developed by Jacek Gondzio,Andreas Grothey and Robert Sarkissian. The code can exploit special structure of the application. It runs on all parallel computing platforms that support MPI.
• MOSEK, an implementation of the homogeneous interior-point algorithm for linear and convex optimization.
• The CPLEX Barrier Solver page-CPLEX's interior-point option.
• Dash Associates, whose products include the "Primal Barrier XPRESS-MP," a primal-dual interior-point code.
• The CPnet page (CP = complementarity problems). The interior-point approach is one of three or four approaches being used to solve complementarity problems.
• The Math Programming page at the University of Wisconsin-Madison.
• Semidefinite programming pages are maintained by
  • Christoph Helmberg,
  • Mike Todd,
  • Henry Wolkowicz.
• OSL-IBM's Optimization Subroutine Library-contains a primal-dual code with a number of algorithmic options.
• The Optimization Technology Center at Argonne and Northwestern, and the NEOS Server, which includes the linear programming code PCx among its roster of solvers. You can submit an MPS file to NEOS through the Internet, using email, the WWW, or-the sexiest option-a customized submission tool. NEOS solves the problem and returns the results.
• PCx, the NEOS project's primal-dual code.
• Home page for the book Primal-Dual Interior-Point Methods by Steve Wright. Contains links to further information on primal-dual codes.
• Mathematical Programming Glossary maintained by Harvey Greenberg.
• A group of IE students at Berkeley have built a nice interactive demo of linear programming. It allows you to enter a 2D problem, solve it, and view the results graphically.
• Silicon Graphics has an operations research page, which includes information about a parallel implementation of CPLEX/Barrier.
• Home page for a new book called Advances in Linear and Integer Programming (J. E. Beasley, ed., Oxford University Press). This is another collection of papers that includes four or five papers on interior-point methods.
• Home page for the book called Theory and Algorithms for Linear Optimization: An Interior Point Approach by C. Roos, T. Terlaky, and J.-P. Vial, recently published by John Wiley and Sons.
• Home page for the book called Interior Point Methods of Mathematical Programming (T. Terlaky, editor), recently published by Kluwer.

---

Conference Announcements, Comments, and News

• ThirdWorkshop on High Performance Optimization Techniques (HPOPT '98),June 17-20, Rotterdam, The Netherlands.
• ICM '98: Live On theInternet!
• FirstAnnual McMaster Optimization Conference, August 2-4, 2001,McMaster University, Hamilton, Ontario, Canada

---

Acknowledgments

This area is maintained by Nathan Brixiusand Steve Wright at Argonne NationalLaboratory.

Two undergraduate students at Argonne-Rich Marynowski and Tim Wisniewski-did a lot tobuild and maintain this archive during their respective visits. Marianne Stone chipped inwith some tasteful graphics. Thanks!