Babak Aslani

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

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 ADMM phase generate...