Regularization techniques in interior point methods (Q432801): Difference between revisions
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Revision as of 21:03, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularization techniques in interior point methods |
scientific article |
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Regularization techniques in interior point methods (English)
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4 July 2012
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The author studies the factorization of the augmented system arising in interior point methods and generalizes the regularization techniques developed and used in linear programming to the case when the scaling matrix is positive semidefinite, but not diagonal. Some preliminary numerical results for several non-separable convex quadratic optimization problems are provided to demonstrate the usability of the proposed regularization scheme.
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interior point methods
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symmetric factorization
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regularization
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numerical results
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convex quadratic optimization problems
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