Updating constraint preconditioners for KKT systems in quadratic programming via low-rank corrections (Q2947227)
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scientific article; zbMATH DE number 6484260
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| English | Updating constraint preconditioners for KKT systems in quadratic programming via low-rank corrections |
scientific article; zbMATH DE number 6484260 |
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Updating Constraint Preconditioners for KKT Systems in Quadratic Programming Via Low-Rank Corrections (English)
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22 September 2015
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KKT systems
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constraint preconditioners
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matrix updates
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convex quadratic programming
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interior point methods
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numerical examples
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Karush-Kuhn-Tucker (KKT) linear systems
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Schur complement
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0.9128546118736268
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0.9103724956512452
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0.90977144241333
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0.822343111038208
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