Iterative Solution of Augmented Systems Arising in Interior Methods

DOI10.1137/060650210zbMath1143.49024OpenAlexW2115329284MaRDI QIDQ3503213

Anders Forsgren, Philip E. Gill, Joshua D. Griffin

Publication date: 22 May 2008

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/060650210

zbMATH Keywords

nonconvex optimizationiterative methodsaugmented systemsKKT systemsconjugate-gradient methodinterior methodslarge-scale nonlinear programmingconstraint preconditioning

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items (21)

On block preconditioners for saddle point problems with singular or indefinite (1, 1) block ⋮ Efficient Preconditioners for Interior Point Methods via a New Schur Complement-Based Strategy ⋮ On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods ⋮ Matching-based preprocessing algorithms to the solution of saddle-point problems in large-scale nonconvex interior-point optimization ⋮ Using constraint preconditioners with regularized saddle-point problems ⋮ Stopping criteria for inner iterations in inexact potential reduction methods: a computational study ⋮ 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 ⋮ Updating Constraint Preconditioners for KKT Systems in Quadratic Programming Via Low-Rank Corrections ⋮ An aggregate deformation homotopy method for min-max-min problems with max-min constraints ⋮ Spectral estimates for unreduced symmetric KKT systems arising from Interior Point methods ⋮ A practical factorization of a Schur complement for PDE-constrained distributed optimal control ⋮ Preconditioners for Krylov subspace methods: An overview ⋮ Limited-memory BFGS systems with diagonal updates ⋮ A structured modified Newton approach for solving systems of nonlinear equations arising in interior-point methods for quadratic programming ⋮ Two augmentation preconditioners for nonsymmetric and indefinite saddle point linear systems with singular \((1, 1)\) blocks ⋮ Combined interior-point method and semismooth Newton method for frictionless contact problems ⋮ An inexact interior-point method for system analysis ⋮ On the convergence of right transforming iterations for the numerical solution of PDE‐constrained optimization problems ⋮ Approximate solution of system of equations arising in interior-point methods for bound-constrained optimization

Uses Software

• Unnamed Item

This page was built for publication: Iterative Solution of Augmented Systems Arising in Interior Methods