A comparison of reduced and unreduced KKT systems arising from interior point methods
From MaRDI portal
Publication:2401021
DOI10.1007/s10589-017-9907-8zbMath1406.90088OpenAlexW2604122689MaRDI QIDQ2401021
Benedetta Morini, Mattia Tani, Valeria Simoncini
Publication date: 31 August 2017
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-017-9907-8
Related Items (16)
Variable parameter Uzawa method for solving a class of block three-by-three saddle point problems ⋮ Three effective preconditioners for double saddle point problem ⋮ Efficient Preconditioners for Interior Point Methods via a New Schur Complement-Based Strategy ⋮ Iterative Methods for Double Saddle Point Systems ⋮ A New Stopping Criterion for Krylov Solvers Applied in Interior Point Methods ⋮ Stability and accuracy of inexact interior point methods for convex quadratic programming ⋮ Spectral estimates for unreduced symmetric KKT systems arising from Interior Point methods ⋮ A structured modified Newton approach for solving systems of nonlinear equations arising in interior-point methods for quadratic programming ⋮ Proximal stabilized interior point methods and \textit{low-frequency-update} preconditioning techniques ⋮ A generalized simplified Hermitian and skew-Hermitian splitting preconditioner for double saddle point problems ⋮ Superior properties of the PRESB preconditioner for operators on two-by-two block form with square blocks ⋮ An inexact Newton method for solving complementarity problems in hydrodynamic lubrication ⋮ Non-interior-point smoothing Newton method for CP revisited and its application to support vector machines ⋮ On partial Cholesky factorization and a variant of quasi-Newton preconditioners for symmetric positive definite matrices ⋮ Quasi-Newton approaches to interior point methods for quadratic problems ⋮ Alternating positive semidefinite splitting preconditioners for double saddle point problems
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Quadratic regularizations in an interior-point method for primal block-angular problems
- Preconditioners for saddle point linear systems with highly singular \((1,1)\) blocks
- Inexact interior-point method
- A primal-dual regularized interior-point method for convex quadratic programs
- Inertia-controlling factorizations for optimization algorithms
- Preconditioning indefinite systems in interior point methods for optimization
- On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods
- Using constraint preconditioners with regularized saddle-point problems
- Stopping criteria for inner iterations in inexact potential reduction methods: a computational study
- Convergence Analysis of an Inexact Feasible Interior Point Method for Convex Quadratic Programming
- Spectral estimates for unreduced symmetric KKT systems arising from Interior Point methods
- Preconditioners for regularized saddle point matrices
- Numerical solution of saddle point problems
- Iterative Solution of Augmented Systems Arising in Interior Methods
- A Preconditioner for Linear Systems Arising From Interior Point Optimization Methods
- Spectral Analysis of Saddle Point Matrices with Indefinite Leading Blocks
- Augmentation block preconditioners for saddle point-type matrices with singular (1, 1) blocks
- GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
- Inexact Newton Methods
- Solution of Sparse Indefinite Systems of Linear Equations
- Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization
- A repository of convex quadratic programming problems
- Constraint Preconditioning for Indefinite Linear Systems
- Krylov Subspace Methods for Saddle Point Problems with Indefinite Preconditioning
- Stability of Linear Equations Solvers in Interior-Point Methods
- Stability of Symmetric Ill-Conditioned Systems Arising in Interior Methods for Constrained Optimization
- Augmentation Block Triangular Preconditioners for Regularized Saddle Point Problems
- Bounds on Eigenvalues of Matrices Arising from Interior-Point Methods
- Constraint-Style Preconditioners for Regularized Saddle Point Problems
- Indefinitely preconditioned conjugate gradient method for large sparse equality and inequality constrained quadratic problems
- An Augmented Lagrangian‐Based Approach to the Oseen Problem
- Functions of Matrices
- CUTEr and SifDec
- Implicit-Factorization Preconditioning and Iterative Solvers for Regularized Saddle-Point Systems
- Large-Scale Scientific Computing
This page was built for publication: A comparison of reduced and unreduced KKT systems arising from interior point methods
