Bounds on Eigenvalues of Matrices Arising from Interior-Point Methods
From MaRDI portal
regularizationeigenvaluescondition numberinertiaeigenvalue boundsprimal-dual interior-point methodsconvex quadratic optimizationindefinite linear systems
Quadratic programming (90C20) Large-scale problems in mathematical programming (90C06) Eigenvalues, singular values, and eigenvectors (15A18) Hermitian, skew-Hermitian, and related matrices (15B57) Ill-posedness and regularization problems in numerical linear algebra (65F22) Linear equations (linear algebraic aspects) (15A06) Conditioning of matrices (15A12)
Recommendations
- An interval-matrix branch-and-bound algorithm for bounding eigenvalues
- On bounds of matrix eigenvalues
- An Interior-Point Method for Minimizing the Maximum Eigenvalue of a Linear Combination of Matrices
- Bounds for the eigenvalues of matrices
- scientific article; zbMATH DE number 1555439
- scientific article; zbMATH DE number 45468
- scientific article; zbMATH DE number 46563
- Perturbation Bounds for Matrix Eigenvalues
- On error bounds for eigenvalues of a matrix pencil
- scientific article; zbMATH DE number 1694752
Cited in
(42)- A matrix-free smoothing algorithm for large-scale support vector machines
- scientific article; zbMATH DE number 45468 (Why is no real title available?)
- On nonsingular saddle-point systems with a maximally rank deficient leading block
- On HSS-based sequential two-stage method for non-Hermitian saddle point problems
- A modified RBULT preconditioner for generalized saddle point problems from the hydrodynamic equations
- Interior point methods, a decade after Karmarkar—a survey, with application to the smallest eigenvalue problem
- Structured backward errors for special classes of saddle point problems with applications
- A structured modified Newton approach for solving systems of nonlinear equations arising in interior-point methods for quadratic programming
- A comparison of reduced and unreduced KKT systems arising from interior point methods
- Refining the lower bound on the positive eigenvalues of saddle point matrices with insights on the interactions between the blocks
- Matching Schur complement approximations for certain saddle-point systems
- Uniform boundedness of the inverse of a Jacobian matrix arising in regularized interior-point methods
- On GSOR, the Generalized Successive Overrelaxation Method for Double Saddle-Point Problems
- Quasi-Newton approaches to interior point methods for quadratic problems
- Structured condition numbers for a linear function of the solution of the generalized saddle point problem
- GPMR: An Iterative Method for Unsymmetric Partitioned Linear Systems
- Constraint Interface Preconditioning for Topology Optimization Problems
- A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm
- On semi-convergence and inexact iteration of the GSS iteration method for nonsymmetric singular saddle point problems
- A regularized interior-point method for constrained linear least squares
- Spectral estimates for unreduced symmetric KKT systems arising from Interior Point methods
- Eigenvalue bounds for saddle-point systems with singular leading blocks
- A simplified PSS preconditioner for non-Hermitian generalized saddle point problems
- Eigenvalue bounds of the shift-splitting preconditioned singular nonsymmetric saddle-point matrices
- A new generalized variant of the deteriorated PSS preconditioner for nonsymmetric saddle point problems
- Uniform Boundedness of a Preconditioned Normal Matrix Used in Interior-Point Methods
- Relaxed block upper-lower triangular preconditioner for generalized saddle point problems from the incompressible Navier-Stokes equations
- SPMR: A family of saddle-point minimum residual solvers
- A modified relaxed positive-semidefinite and skew-Hermitian splitting preconditioner for generalized saddle point problems
- Efficient Preconditioners for Interior Point Methods via a New Schur Complement-Based Strategy
- A generalized variant of modified relaxed positive-semidefinite and skew-Hermitian splitting preconditioner for generalized saddle point problems
- Stability and accuracy of inexact interior point methods for convex quadratic programming
- Inexact block triangular preconditioners for double saddle-point systems arising from coupled Stokes-Darcy model
- Linear systems arising in interior methods for convex optimization: a symmetric formulation with bounded condition number
- A matrix-free augmented Lagrangian algorithm with application to large-scale structural design optimization
- Partial shift-splitting preconditioners for double saddle-point systems
- Boundedness of the inverse of a regularized Jacobian matrix in constrained optimization and applications
- Polynomial worst-case iteration complexity of quasi-Newton primal-dual interior point algorithms for linear programming
- Defect-based local error estimators for high-order splitting methods involving three linear operators
- Variable parameter Uzawa method for solving a class of block three-by-three saddle point problems
- On the componentwise boundedness away from zero of iterates generated by stabilized interior point methods
- Null-space preconditioners for saddle point systems
This page was built for publication: Bounds on Eigenvalues of Matrices Arising from Interior-Point Methods
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4979859)