Inertia-controlling factorizations for optimization algorithms
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The author discusses inertia-controlling factorizations of symmetric indefinite matrices that arise from optimization applications: triangular factorizations, and in particular \(LBL^T\)-factorizations for symmetric indefinite matrices. A brief background on the underlying optimization methods is given.
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Cites work
- CUTE
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- Direct Solution of Sets of Linear Equations whose Matrix is Sparse, Symmetric and Indefinite
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- scientific article; zbMATH DE number 88933 (Why is no real title available?)
- scientific article; zbMATH DE number 3307153 (Why is no real title available?)
- scientific article; zbMATH DE number 961607 (Why is no real title available?)
- Ill-Conditioning and Computational Error in Interior Methods for Nonlinear Programming
- Newton Methods for Large-Scale Linear Equality-Constrained Minimization
- Numerical Optimization
- On Modified Factorizations for Large-Scale Linearly Constrained Optimization
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- Some Stable Methods for Calculating Inertia and Solving Symmetric Linear Systems
- Stability of Symmetric Ill-Conditioned Systems Arising in Interior Methods for Constrained Optimization
- Symmetric Quasidefinite Matrices
- The Factorization of Sparse Symmetric Indefinite Matrices
- The Multifrontal Solution of Indefinite Sparse Symmetric Linear
Cited in
(20)- A study of structure-exploiting SQP algorithms for an optimal control problem with coupled hyperbolic and ordinary differential equation constraints
- An iterative working-set method for large-scale nonconvex quadratic programming
- A regularization method for constrained nonlinear least squares
- On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods
- A comparison of reduced and unreduced KKT systems arising from interior point methods
- Interior-point \(\ell_2\)-penalty methods for nonlinear programming with strong global convergence properties
- Inner solvers for interior point methods for large scale nonlinear programming
- An infeasible QP-free algorithm without a penalty function or a filter for nonlinear inequality-constrained optimization
- Spectral estimates for unreduced symmetric KKT systems arising from Interior Point methods
- Primal and dual active-set methods for convex quadratic programming
- Wilkinson's inertia-revealing factorization and its application to sparse matrices.
- A shifted primal-dual penalty-barrier method for nonlinear optimization
- Efficient Preconditioners for Interior Point Methods via a New Schur Complement-Based Strategy
- Linear systems arising in interior methods for convex optimization: a symmetric formulation with bounded condition number
- A stabilized SQP method: superlinear convergence
- scientific article; zbMATH DE number 223254 (Why is no real title available?)
- The factorability of symmetric matrices and some implications for statistical linear models
- The rank reduction procedure of Egerváry
- Variable parameter Uzawa method for solving a class of block three-by-three saddle point problems
- Equalities and inequalities for inertias of Hermitian matrices with applications
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