A primal-dual interior-point algorithm for quadratic programming (Q2502230)

The authors propose a primal-dual interior-point method for large sparse quadratic programming problems. The method is based on solving linear systems arising in primal-dual methods for linear programming. The main features of this reduction is that it is well defined at the solution set and it preserves sparsity. Different reductions of the method are considered in the same framework, and the relationship of making proposals and one used in the LOQO code is considered. Different approaches are compared and studied by performing numerical experimentation. A brief discussion on the meaning and effect of ill-conditioning when solving linear systems is included, too.