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Warm-IP: A Path-Following ADMM Warm Start for Interior-Point Quadratic Programming

Aslani, Babak et al.
arXiv (All) · Papers
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90c06medical-physicsoptimization-and-control
Interior-point (IP) methods are powerful second-order optimization algorithms but can make slow progress during early iterations. We propose Warm-IP, a hybrid framework that combines a path-following variant of the alternating direction method of multipliers (ADMM) with a primal--dual IP method. The
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