A parallel implementation of the specialized interior-point algorithm for multicommodity network flows introduced in [5] is presented. In this algorithm, the positive definite syst...
Abstract. Despite the efficiency shown by interior-point methods in large-scale linear programming, they usually perform poorly when applied to multicommodity flow problems. The ne...
We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to...
Onureena Banerjee, Laurent El Ghaoui, Alexandre d'...
We propose an SQP-type algorithm for solving nonlinear second-order cone programming (NSOCP) problems. At every iteration, the algorithm solves a convex SOCP subproblem in which th...