Bounds on Eigenvalues of Matrices Arising from Interior-Point Methods

DOI10.1137/120890600zbMath1291.15008OpenAlexW2009926490MaRDI QIDQ4979859

Dominique Orban, Erin Moulding, Chen Greif

Publication date: 19 June 2014

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

Full work available at URL: https://semanticscholar.org/paper/13fc016c4466078a5f7b0e943a748ef7aa3e155c

zbMATH Keywords

regularizationeigenvaluescondition numberinertiaprimal-dual interior-point methodseigenvalue boundsconvex quadratic optimizationindefinite linear systems

Mathematics Subject Classification ID

Ill-posedness and regularization problems in numerical linear algebra (65F22) Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20) Eigenvalues, singular values, and eigenvectors (15A18) Hermitian, skew-Hermitian, and related matrices (15B57) Linear equations (linear algebraic aspects) (15A06) Conditioning of matrices (15A12)

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