BPMPD

BPMPD is a state-of-the-art implementation of a primal-dual interior point algorithm, written in C programming language. Recent version is 2.21. You can find a performance comparison of differnent IPM packages (including BPMPD) on the pages of Decision Tree for Optimization Software. Press here to view the BPMPD readme file. There is a downloadable Windows95/NT executable and DLL version of the recent release


References in zbMATH (referenced in 40 articles )

Showing results 21 to 40 of 40.
Sorted by year (citations)
  1. Osorio, Maria A.; Gülpınar, Nalan; Rustem, Berç: A general framework for multistage mean-variance post-tax optimization (2008)
  2. Pan, Ping-Qi: A largest-distance pivot rule for the simplex algorithm (2008)
  3. Pan, Ping-Qi: A primal deficient-basis simplex algorithm for linear programming (2008)
  4. Gülpınar, Nalan; Rustem, Berç: Worst-case robust decisions for multi-period mean-variance portfolio optimization (2007)
  5. Koberstein, Achim; Suhl, Uwe H.: Progress in the dual simplex method for large scale LP problems: Practical dual phase 1 algorithms (2007)
  6. Mészáros, Csaba: Detecting “dense” columns in interior point methods for linear programs (2007)
  7. Parpas, Panos; Rustem, Berç: Computational assessment of nested Benders and augmented Lagrangian decomposition for mean-variance multistage stochastic problems (2007)
  8. Dominguez, Juan; González-Lima, María D.: A primal-dual interior-point algorithm for quadratic programming (2006)
  9. Mészáros, Csaba: Sparsity in convex quadratic programming with interior point methods (2006)
  10. Evtushenko, Yu. G.; Golikov, A. I.; Mollaverdy, N.: Augmented Lagrangian method for large-scale linear programming problems (2005)
  11. Forgó, Ferenc; Fülöp, János; Prill, Mária: Game theoretic models for climate change negotiations (2005)
  12. Osorio, M. A.; Gülpınar, N.; Rustem, B.; Settergren, R.: Tax impact on multi-stage mean-variance portfolio allocation (2004)
  13. Osorio, Maria A.; Gülpınar, Nalan; Rustem, Berç; Settergren, Reuben: Post-tax optimization with stochastic programming (2004)
  14. Potschka, Andreas: A direct method for the numerical solution of optimization problems with time-periodic PDE constraints. (2001)
  15. Ulbrich, Michael: Nonmonotone trust-region methods for bound-constrained semismooth equations with applications to nonlinear mixed complementarity problems (2001)
  16. Mittelmann, Hans D.; Maurer, Helmut: Solving elliptic control problems with interior point and SQP methods: Control and state constraints (2000)
  17. Park, Soondal; Kim, Woo-Je; Seol, Tongryeol; Seong, Myeongki; Park, Chan-Kyoo: LPABO: A program for interior point methods for linear programming. (2000)
  18. Maros, István; Mészáros, Csaba: A repository of convex quadratic programming problems (1999)
  19. Mészáros, Csaba: The BPMPD interior point solver for convex quadratic problems (1999)
  20. Mittelmann, H. D.: Benchmarking interior point LP/QP solvers (1999)