An iterative solver-based long-step infeasible primal-dual path-following algorithm for convex QP based on a class of preconditioners

DOI10.1080/10556780802414049zbMATH Open1172.65030OpenAlexW2117753887MaRDI QIDQ3603659FDOQ3603659

Authors: Zhaosong Lu, Renato D. C. Monteiro, J. O'Neal

Publication date: 18 February 2009

Published in: Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556780802414049

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preconditioning interior-point methods conjugate gradient method convex quadratic programming polynomial convergence primal-dual path-following methods iterative linear solver inexact search directions hybrid augmented normal equation

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Convex programming (90C25) Interior-point methods (90C51) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35)

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An Iterative Solver-Based Infeasible Primal-Dual Path-Following Algorithm for Convex Quadratic Programming

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