A Preconditioner for Linear Systems Arising From Interior Point Optimization Methods

DOI10.1137/060661673zbMath1155.65048MaRDI QIDQ3525951

Tim Rees, Chen Greif

Publication date: 23 September 2008

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/0c83741404923d8bd5c3553781b36fd3eca3e5ac

zbMATH Keywords

quadratic programming; numerical experiments; augmentation; ill-conditioned linear systems; primal-dual interior point methods; block preconditioners; saddle point systems; linear pogramming

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C20: Quadratic programming

90C05: Linear programming

90C51: Interior-point methods

65F10: Iterative numerical methods for linear systems

65F35: Numerical computation of matrix norms, conditioning, scaling

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Uses Software

• CUTEr
• SifDec
• LIPSOL
• Ipopt
• NETLIB LP Test Set