R
Robert M. Freund
Researcher at Massachusetts Institute of Technology
Publications - 132
Citations - 8537
Robert M. Freund is an academic researcher from Massachusetts Institute of Technology. The author has contributed to research in topics: Convex optimization & Linear programming. The author has an hindex of 33, co-authored 129 publications receiving 8056 citations. Previous affiliations of Robert M. Freund include Stanford University & University of Michigan.
Papers
More filters
Posted Content
An infeasible-start algorithm for linear programming whose complexity depends on the distance from the starting point to the optimal solution
TL;DR: In this paper, the authors present an algorithm for solving a linear program LP (to a given tolerance) from a given prespecified starting point, whose complexity depends explicitly and only on how close the starting point is to the set of LP feasible and optimal solutions.
Journal ArticleDOI
Computational Experience and the Explanatory Value of Condition Numbers for Linear Optimization
TL;DR: In this paper, the authors used the NETLIB suite of linear optimization problems as a test bed for condition number computation and analysis, and showed that the number of IPM iterations needed to solve the problems in the NetLIB suite varies roughly linearly with log C(d) of the post-processed problem instances.
Journal ArticleDOI
Following a “Balanced” Trajectory from an Infeasible Point to an Optimal Linear Programming Solution with a Polynomial-Time Algorithm
TL;DR: In this article, the problem of following a trajectory from an infeasible starting point directly to an optimal solution of the linear programming problem is studied. And the main thrust of the paper is the development of an algorithm that traces a given β-balanced trajectory from a starting point near the trajectory to an approximate optimal solution to the given linear program problem in polynomial time.
Journal ArticleDOI
Projective Pre-Conditioners for Improving the Behavior of a Homogeneous Conic Linear System
TL;DR: Computational results indicate that this methodology holds the promise to markedly reduce the overall computation time for conic feasibility problems; for instance, a 46% decrease in average IPM iterations for 100 randomly generated poorly-behaved problem instances of dimension 1000 x 5000 is observed.
Posted Content
An Extended Frank-Wolfe Method with "In-Face" Directions, and its Application to Low-Rank Matrix Completion
TL;DR: In this article, an extension of the Frank-Wolfe method was proposed to induce near-optimal solutions on low-dimensional faces of the feasible region, where the in-face directions always keep the next iteration within the minimal face containing the current iterate.