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Seminar | Mathematics and Computer Science Division

Implementing an Interior-Point Solver: Design Choices and Data Structures

LANS Seminar

Abstract: This talk presents the design and implementation of the interior-point solver Tulip.jl. We start with a brief introduction to interior-point methods for linear programming, highlighting their key algorithmic components. Then, we describe some practical aspects of presolve, including classical primal and dual reductions and relevant data structures. Finally, we focus on the resolution of linear systems that underlie interior-point algorithms: we review recent developments such as specialized linear algebra, a renewed interest for iterative methods, and the use of hardware acceleration.