Bounds on Eigenvalues of Matrices Arising from Interior-Point Methods
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condition numberconvex quadratic optimizationeigenvalue boundseigenvaluesindefinite linear systemsinertiaprimal-dual interior-point methodsregularization
Linear equations (linear algebraic aspects) (15A06) Conditioning of matrices (15A12) Eigenvalues, singular values, and eigenvectors (15A18) Hermitian, skew-Hermitian, and related matrices (15B57) Ill-posedness and regularization problems in numerical linear algebra (65F22) Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20)
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- Variable parameter Uzawa method for solving a class of block three-by-three saddle point problems
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