A Preconditioning Framework for Sequences of Diagonally Modified Linear Systems Arising in Optimization

DOI10.1137/110860707zbMath1267.65035DBLPjournals/siamnum/BellaviaSSM12OpenAlexW2057114320WikidataQ58832776 ScholiaQ58832776MaRDI QIDQ4907160

Daniela di Serafino, Benedetta Morini, Valentina De Simone, Stefania Bellavia

Publication date: 4 March 2013

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/2e58d72a676e83691f12bf2e5bdb533db1d04af4

zbMATH Keywords

numerical resultsquadratic programmingpreconditioningpositive semidefinite matrixnonlinear least-squares problemssequences of linear systemslarge-scale convex optimizationincomplete \(LDL^T\) factorization

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20) Preconditioners for iterative methods (65F08)

Related Items (13)

On preconditioner updates for sequences of saddle-point linear systems ⋮ Efficient preconditioner updates for unsymmetric shifted linear systems ⋮ On the update of constraint preconditioners for regularized KKT systems ⋮ A new proposal to improve the early iterations in the interior point method ⋮ Efficiently preconditioned inexact Newton methods for large symmetric eigenvalue problems ⋮ Updating Constraint Preconditioners for KKT Systems in Quadratic Programming Via Low-Rank Corrections ⋮ A matrix-free approach to build band preconditioners for large-scale bound-constrained optimization ⋮ Spectral estimates for unreduced symmetric KKT systems arising from Interior Point methods ⋮ Preconditioned nonlinear conjugate gradient methods based on a modified secant equation ⋮ Modified controlled Cholesky factorization for preconditioning linear systems from the interior-point method ⋮ Accelerated preconditioner updates for solving shifted linear systems ⋮ New updates of incomplete LU factorizations and applications to large nonlinear systems ⋮ On partial Cholesky factorization and a variant of quasi-Newton preconditioners for symmetric positive definite matrices

Uses Software

• SifDec
• GQTPAR

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