Approximate solution of system of equations arising in interior-point methods for bound-constrained optimization

DOI10.1007/s10589-021-00265-8zbMath1469.90137arXiv2004.04057OpenAlexW3015207852MaRDI QIDQ2028460

David Ek, Anders Forsgren

Publication date: 1 June 2021

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.04057

zbMATH Keywords

interior-point methodsbound-constrained optimizationapproximate solution of system of linear equationsNewton-like approaches

Mathematics Subject Classification ID

Nonlinear programming (90C30) Interior-point methods (90C51)

Related Items

A structured modified Newton approach for solving systems of nonlinear equations arising in interior-point methods for quadratic programming

Uses Software

• L-BFGS-B
• L-BFGS
• TRON
• NNLS
• Ipopt
• LBFGS-B
• CUTEst
• JuliaSmoothOptimizers

Cites Work

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