Preconditioners for Indefinite Systems Arising in Optimization (Q3988991)
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Preconditioners for Indefinite Systems Arising in Optimization (English)
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28 June 1992
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Karush-Kuhn-Tucker system
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linear programming
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nonlinear programming
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numerical optimization
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interior-point methods
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sparse linear equations
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direct method
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Bunch-Parlett factorization
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Harwell code MA27
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iterative method
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conjugate-gradient-like algorithm SYMMLQ
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indefinite systems
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positive-definite preconditioner
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KKT systems
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barrier methods
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simplex method
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