On the Stability of Null-Space Methods for KKT Systems

DOI10.1137/S0895479896297732MaRDI QIDQ4377493zbMATH OpenOpenAlexFDO

Authors Roger Fletcher, Tom Johnson

Publication date 9 February 1998

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0895479896297732

zbMATH Keywords

error growthGaussian eliminationill-conditioningKKT systemlarge sparse systemsnull-space methodnumerical stabilityquadratic programmingtest problems

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Numerical mathematical programming methods (65K05) Quadratic programming (90C20)

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Cited in

(13)

• Structured backward errors for KKT systems
• The parameterized upper and lower triangular splitting methods for saddle point problems
• A null-space primal-dual interior-point algorithm for nonlinear optimization with nice convergence properties
• A null-space approach for large-scale symmetric saddle point systems with a small and non zero \((2, 2)\) block
• On the Newton-Kleinman method for strongly stabilizable infinite-dimensional systems
• Construction of a discrete divergence-free basis through orthogonal factorization in \({\mathcal{H}}\)-arithmetic
• Elementary linear algebra for advanced spectral problems
• An investigation on support vector clustering for big data in quantum paradigm
• A backward error analysis of a null space algorithm in sparse quadratic programming
• Variants of the accelerated parameterized inexact Uzawa method for saddle-point problems
• A Dimensional Reduction Algorithm and Software for Acyclically Dependent Constraints
• Iterative method for rank-deficient (2,1)-block KKT systems
• On nonlinear inexact Uzawa algorithms for stabilized saddle point problems

Describes a project that uses

Uses Software

• Matlab

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