HyKKT: a hybrid direct-iterative method for solving KKT linear systems

DOI10.1080/10556788.2022.2124990MaRDI QIDQ5882238zbMATH OpenOpenAlexFDO

Authors Shaked Regev, Nai-Yuan Chiang, Cosmin Petra, Michael A. Saunders, K. Świrydowicz, Slaven Peleš, Eric Darve

Publication date 15 March 2023

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2110.03636

zbMATH Keywords

GPUinterior methodsKKT systemsoptimizationsparse matrix factorization

Mathematics Subject Classification ID

Numerical analysis (65-XX) Mathematical programming (90Cxx)

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Cites work

• <scp>TriCG</scp> and <scp>TriMR</scp>: Two Iterative Methods for Symmetric Quasi-definite Systems
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• Algorithm 907
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• An overview of SuperLU
• Block preconditioning for saddle point systems with indefinite (1, 1) block
• HOPDM (version 2. 12) -- a fast LP solver based on a primal-dual interior point method
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• LOQO:an interior point code for quadratic programming
• MA57---a code for the solution of sparse symmetric definite and indefinite systems
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Cited in

(3)

• A Hybrid Direct-Iterative Method for Solving KKT Linear Systems
• Accelerating condensed interior-point methods on SIMD/GPU architectures
• Iterative method for rank-deficient (2,1)-block KKT systems

Describes a project that uses

Uses Software

• CHOLMOD
• CUDA
• MA57
• HOPDM
• KLU
• SuperLU
• LOQO
• KNITRO
• STRUMPACK
• Ipopt
• GitHub

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