On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods
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Publication:2379689
DOI10.1007/S10589-008-9226-1zbMath1187.90194OpenAlexW2058696262WikidataQ58832841 ScholiaQ58832841MaRDI QIDQ2379689
Daniela di Serafino, Valentina De Simone, Marco D'apuzzo
Publication date: 19 March 2010
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.416.4113
Related Items (29)
Sparse Approximations with Interior Point Methods ⋮ Preconditioning of Active-Set Newton Methods for PDE-constrained Optimal Control Problems ⋮ A robust and efficient proposal for solving linear systems arising in interior-point methods for linear programming ⋮ On preconditioner updates for sequences of saddle-point linear systems ⋮ Crash start of interior point methods ⋮ Shifted L-BFGS systems ⋮ On the update of constraint preconditioners for regularized KKT systems ⋮ A comparison of reduced and unreduced KKT systems arising from interior point methods ⋮ Interior/exterior-point methods with inertia correction strategy for solving optimal reactive power flow problems with discrete variables ⋮ Efficiently preconditioned inexact Newton methods for large symmetric eigenvalue problems ⋮ Updating Constraint Preconditioners for KKT Systems in Quadratic Programming Via Low-Rank Corrections ⋮ A New Stopping Criterion for Krylov Solvers Applied in Interior Point Methods ⋮ General-purpose preconditioning for regularized interior point methods ⋮ Stability and accuracy of inexact interior point methods for convex quadratic programming ⋮ Spectral estimates for unreduced symmetric KKT systems arising from Interior Point methods ⋮ A structured modified Newton approach for solving systems of nonlinear equations arising in interior-point methods for quadratic programming ⋮ Recycling basic columns of the splitting preconditioner in interior point methods ⋮ Proximal stabilized interior point methods and \textit{low-frequency-update} preconditioning techniques ⋮ Matrix-free interior point method ⋮ A relaxed generalized-PSS preconditioner for saddle-point linear systems from steady incompressible Navier-Stokes equations ⋮ Interior point methods 25 years later ⋮ A preconditioning technique for Schur complement systems arising in stochastic optimization ⋮ Switching preconditioners using a hybrid approach for linear systems arising from interior point methods for linear programming ⋮ A combined SQP-IPM algorithm for solving large-scale nonlinear optimization problems ⋮ A specialized primal-dual interior point method for the plastic truss layout optimization ⋮ Null-Space Preconditioners for Saddle Point Systems ⋮ Quasi-Newton approaches to interior point methods for quadratic problems ⋮ Implementation of interior-point methods for LP based on Krylov subspace iterative solvers with inner-iteration preconditioning ⋮ Block preconditioners for linear systems in interior point methods for convex constrained optimization
Uses Software
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