Solving linear systems involved in constrained optimization

DOI10.1016/0024-3795(94)00007-ZzbMath0837.65062MaRDI QIDQ1902118

Yixun Shi

Publication date: 21 May 1996

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

algorithmconvergencenumerical experimentsiterative methodconjugate gradient methodCholesky factorizationinterior point methodslarge scale linear, quadratic and convex programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20) Linear programming (90C05) Iterative numerical methods for linear systems (65F10)

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Cites Work

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• On the finite convergence of interior-point algorithms for linear programming
• On some efficient interior point methods for nonlinear convex programming
• Containing and shrinking ellipsoids in the path-following algorithm
• Efficent line search algorithm for unconstrained optimization
• A quadratically convergent \(O(\sqrt n\;L)\)-iteration algorithm for linear programming
• Solution of $P_0 $-Matrix Linear Complementarity Problems Using a potential Reduction Algorithm
• A Centered Projective Algorithm for Linear Programming
• The Mehrotra Predictor-Corrector Interior-Point Method As a Perturbed Composite Newton Method

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