A Preconditioner for Linear Systems Arising From Interior Point Optimization Methods

DOI10.1137/060661673zbMath1155.65048OpenAlexW2085378537MaRDI QIDQ3525951

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

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Linear programming (90C05) Interior-point methods (90C51) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items (21)

Spectrum analysis of a more general augmentation block preconditioner for generalized saddle point matrices ⋮ Variants of the accelerated parameterized inexact Uzawa method for saddle-point problems ⋮ Efficient Preconditioners for Interior Point Methods via a New Schur Complement-Based Strategy ⋮ A comparison of reduced and unreduced KKT systems arising from interior point methods ⋮ Reduced order solution of structured linear systems arising in certain PDE-constrained optimization problems ⋮ Spectral estimates for unreduced symmetric KKT systems arising from Interior Point methods ⋮ Preconditioners for Krylov subspace methods: An overview ⋮ Two augmentation preconditioners for nonsymmetric and indefinite saddle point linear systems with singular \((1, 1)\) blocks ⋮ An efficient preconditioner for monolithically-coupled large-displacement fluid-structure interaction problems with pseudo-solid mesh updates ⋮ New preconditioning techniques for saddle point problems arising from the time-harmonic Maxwell equations ⋮ Two block triangular preconditioners for asymmetric saddle point problems ⋮ Sparsity preserving preconditioners for linear systems in interior-point methods ⋮ A shift-splitting preconditioner for asymmetric saddle point problems ⋮ New preconditioners for nonsymmetric saddle point systems with singular \((1,1)\) block ⋮ On augmentation block triangular preconditioners for regularized saddle point problems ⋮ New block triangular preconditioner for linear systems arising from the discretized time-harmonic Maxwell equations ⋮ Modified block preconditioner for generalized saddle point matrices with highly singular(1,1) blocks ⋮ New block triangular preconditioners for saddle point linear systems with highly singular \((1,1)\) blocks ⋮ Implementation of interior-point methods for LP based on Krylov subspace iterative solvers with inner-iteration preconditioning ⋮ Unnamed Item ⋮ A NOTE ON BLOCK PRECONDITIONER FOR GENERALIZED SADDLE POINT MATRICES WITH HIGHLY SINGULAR (1, 1) BLOCK

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