Solving linear systems involved in constrained optimization

DOI10.1016/0024-3795(94)00007-ZzbMath0837.65062MaRDI QIDQ1902118

Yixun Shi

Publication date: 21 May 1996

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

algorithmconvergencenumerical experimentsiterative methodconjugate gradient methodCholesky factorizationinterior point methodslarge scale linear, quadratic and convex programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20) Linear programming (90C05) Iterative numerical methods for linear systems (65F10)

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