A Preconditioner for Linear Systems Arising From Interior Point Optimization Methods
Publication:3525951
DOI10.1137/060661673zbMath1155.65048MaRDI QIDQ3525951
Publication date: 23 September 2008
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/0c83741404923d8bd5c3553781b36fd3eca3e5ac
quadratic programming; numerical experiments; augmentation; ill-conditioned linear systems; primal-dual interior point methods; block preconditioners; saddle point systems; linear pogramming
65K05: Numerical mathematical programming methods
90C20: Quadratic programming
90C05: Linear programming
90C51: Interior-point methods
65F10: Iterative numerical methods for linear systems
65F35: Numerical computation of matrix norms, conditioning, scaling
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