J. GONDZIO and A. GROTHEY. Reoptimization with the primaldual interior point method. SIAM J. Optim., 13(3):842-864 (electronic) (2003. Home/Search Document Details and Download
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Some Reflections on the Current State of Active-Set and.. - Gould (2003) (Correct)
....be exploiting a priori information about candidate active sets to warm start subsequent subproblem solves. This would seem to be one area in which active set methods have a clear edge, since the ability to warm start interior point methods is in its infancy there has been some work in the LP case [15, 40], but to our knowledge none for QPs. In practice, by contrast, we have observed that it is still sometimes faster (especially in the degenerate case) to cold start an interior point QP than warm start active set QP code, simply because even slightly incorrect active set predictions can have ....
J. Gondzio and A. Grothey. Re-optimization with the primal-dual interior point method. Technical Report MS-01-004, Department of Mathematics and Statistics, University of Edinburgh, Scotland, 2001. To appear, SIAM J. Optimization.
A Stable Iterative Method for Linear - Programming Maria Gonzalez-Lima (Correct)
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J. GONDZIO and A. GROTHEY. Reoptimization with the primaldual interior point method. SIAM J. Optim., 13(3):842-864 (electronic) (2003.
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