Spectral estimates for unreduced symmetric KKT systems arising from Interior Point methods
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Publication:2955981
DOI10.1002/nla.2054zbMath1413.65246OpenAlexW2463887153MaRDI QIDQ2955981
Benedetta Morini, Valeria Simoncini, Mattia Tani
Publication date: 13 January 2017
Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/nla.2054
preconditionersconvex quadratic programminginterior point methodseigenvalue boundsindefinite linear systems
Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Interior-point methods (90C51) Preconditioners for iterative methods (65F08)
Related Items
Variable parameter Uzawa method for solving a class of block three-by-three saddle point problems, Efficient Preconditioners for Interior Point Methods via a New Schur Complement-Based Strategy, Linear systems arising in interior methods for convex optimization: a symmetric formulation with bounded condition number, A comparison of reduced and unreduced KKT systems arising from interior point methods, Iterative Methods for Double Saddle Point Systems, A Preconditioner for the Ohta--Kawasaki Equation, Stability and accuracy of inexact interior point methods for convex quadratic programming, Preconditioners for Krylov subspace methods: An overview, Eigenvalue bounds for saddle-point systems with singular leading blocks, A structured modified Newton approach for solving systems of nonlinear equations arising in interior-point methods for quadratic programming, Non-interior-point smoothing Newton method for CP revisited and its application to support vector machines
Uses Software
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