Updating Constraint Preconditioners for KKT Systems in Quadratic Programming Via Low-Rank Corrections (Q2947227)

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Updating Constraint Preconditioners for KKT Systems in Quadratic Programming Via Low-Rank Corrections
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    Updating Constraint Preconditioners for KKT Systems in Quadratic Programming Via Low-Rank Corrections (English)
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    22 September 2015
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    KKT systems
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    constraint preconditioners
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    matrix updates
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    convex quadratic programming
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    interior point methods
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    numerical examples
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    Karush-Kuhn-Tucker (KKT) linear systems
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    Schur complement
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