Preconditioners for Indefinite Systems Arising in Optimization
barrier methodsBunch-Parlett factorizationconjugate-gradient-like algorithm SYMMLQdirect methodHarwell code MA27indefinite systemsinterior-point methodsiterative methodKarush-Kuhn-Tucker systemKKT systemslinear programmingnonlinear programmingnumerical optimizationpositive-definite preconditionersimplex methodsparse linear equations
Direct numerical methods for linear systems and matrix inversion (65F05) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Computational methods for sparse matrices (65F50) Numerical mathematical programming methods (65K05) Linear programming (90C05) Nonlinear programming (90C30)
- Preconditioning indefinite systems in interior point methods for optimization
- scientific article; zbMATH DE number 1271578
- scientific article; zbMATH DE number 554736
- Some iterative methods for the solution of a symmetric indefinite KKT system
- Indefinitely preconditioned conjugate gradient method for large sparse equality and inequality constrained quadratic problems
- Solution of indefinite linear systems using an LQ decomposition for the linear constraints
- Minimum residual methods for augmented systems
- A QMR-based interior-point algorithm for solving linear programs
- Componentwise analysis of direct factorization of real symmetric and Hermitian matrices
- A new class of preconditioners for large-scale linear systems from interior point methods for linear programming
- Symmetric indefinite systems for interior point methods
- Perturbations of the eigenprojections of a factorized Hermitian matrix
- Nonmonotone curvilinear line search methods for unconstrained optimization
- Preconditioning indefinite systems in interior point methods for optimization
- On the use of a modified Newton method for nonlinear finite element analysis
- Numerical experiments with the Lancelot package (Release \(A\)) for large-scale nonlinear optimization
- Software for simplified Lanczos and QMR algorithms
- Approximate solution of system of equations arising in interior-point methods for bound-constrained optimization
- On parameterized block symmetric positive definite preconditioners for a class of block three-by-three saddle point problems
- Block preconditioners for linear systems in interior point methods for convex constrained optimization
- New preconditioners for nonsymmetric saddle point systems with singular \((1,1)\) block
- Preconditioners for nonsymmetric indefinite linear systems
- A note on the iterative algorithm for large sparse saddle point problems
- On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods
- On the iterative solution of KKT systems in potential reduction software for large-scale quadratic problems
- Inner solvers for interior point methods for large scale nonlinear programming
- Preconditioning and iterative solution of symmetric indefinite linear systems arising from interior point methods for linear programming
- Using a hybrid preconditioner for solving large-scale linear systems arising from interior point methods
- Sparse block factorization of saddle point matrices
- A symmetric positive definite preconditioner for saddle-point problems
- Globally Convergent Algorithm for Solving Large Nonlinear Systems of Equations
- SIMPLE-type preconditioners for the Oseen problem
- Crash start of interior point methods
- On the solution of indefinite systems arising in nonlinear programming problems
- An inexact interior-point method for system analysis
- Preconditioning Newton-Krylov methods in nonconvex large scale optimization
- scientific article; zbMATH DE number 1271578 (Why is no real title available?)
- scientific article; zbMATH DE number 1361343 (Why is no real title available?)
- scientific article; zbMATH DE number 554736 (Why is no real title available?)
- Matrix-free interior point method
- scientific article; zbMATH DE number 1009691 (Why is no real title available?)
- scientific article; zbMATH DE number 1163598 (Why is no real title available?)
- Interior point methods 25 years later
- LOQO:an interior point code for quadratic programming
- Implicitly restarted projection algorithm for solving optimization problems
- Constraint Preconditioning for Indefinite Linear Systems
- New Preconditioners for KKT Systems of Network Flow Problems
- Sparsity preserving preconditioners for linear systems in interior-point methods
- scientific article; zbMATH DE number 1406968 (Why is no real title available?)
- Block regularization Kaczmarz method
- Об одной вычислительной реализации блочного метода Гаусса-Зейделя для нормальных систем уравнений
- Efficient Preconditioners for Interior Point Methods via a New Schur Complement-Based Strategy
- A class of approximate inverse preconditioners based on Krylov-subspace methods for large-scale nonconvex optimization
- A robust iterative scheme for symmetric indefinite systems
- Indefinitely preconditioned conjugate gradient method for large sparse equality and inequality constrained quadratic problems
- On Using Cholesky-Based Factorizations and Regularization for Solving Rank-Deficient Sparse Linear Least-Squares Problems
- A new GSOR method for generalised saddle point problems
- On HSS-based constraint preconditioners for generalized saddle-point problems
- HyKKT: a hybrid direct-iterative method for solving KKT linear systems
- General-purpose preconditioning for regularized interior point methods
- Preconditioners for Krylov subspace methods: An overview
- Inexact log-domain interior-point methods for quadratic programming
- Interior point methods in the year 2025
- A Sherman-Morrison approach to the solution of linear systems
- A practical factorization of a Schur complement for PDE-constrained distributed optimal control
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