scientific article; zbMATH DE number 88933
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Publication:4016509
zbMATH Open0766.65053MaRDI QIDQ4016509FDOQ4016509
Authors: Margaret H. Wright 
Publication date: 16 January 1993
Title of this publication is not available (Why is that?)
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Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30)
Cited In (67)
- Interior-point methods
- Two numerical methods for optimizing matrix stability
- Higher-order derivatives in linear and quadratic programming
- Convergence of iterative methods for stabilized saddle-point problems
- Accelerating the shift-splitting iteration algorithm
- Interior Methods for Nonlinear Optimization
- Natural preconditioning and iterative methods for saddle point systems
- A globally convergent Lagrangian barrier algorithm for optimization with general inequality constraints and simple bounds
- Variants of the Uzawa method for three-order block saddle point problem
- SPMR: A Family of Saddle-Point Minimum Residual Solvers
- Factorization of saddle-point matrices in dynamical systems optimization -- reusing pivots
- A continuation method for (strongly) monotone variational inequalities
- Copula density estimation by finite mixture of parametric copula densities
- Improved PHSS iterative methods for solving saddle point problems
- Symbiosis between linear algebra and optimization
- Method of centers for minimizing generalized eigenvalues
- On the iterative solution of KKT systems in potential reduction software for large-scale quadratic problems
- The convergence of an interior-point method using modified search directions in final iterations
- Degeneracy in interior point methods for linear programming: A survey
- Trajectory-following methods for large-scale degenerate convex quadratic programming
- A primal-dual augmented Lagrangian
- An Interior-Point $$\boldsymbol{\ell_{1}}$$ -Penalty Method for Nonlinear Optimization
- Long-step primal path-following algorithm for monotone variational inequality problems
- Some properties of the Hessian of the logarithmic barrier function
- Preconditioning for sparse linear systems at the dawn of the 21st century: history, current developments, and future perspectives
- On the GTSOR-like Method for the Augmented systems
- Global optimization for the biaffine matrix inequality problem
- The use of lower bounds in minimization by the interior-point method
- Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics
- FGMRES preconditioning by symmetric/skew-symmetric decomposition of generalized Stokes problems
- The interior-point revolution in optimization: History, recent developments, and lasting consequences
- A method of Euclidean centers
- Componentwise analysis of direct factorization of real symmetric and Hermitian matrices
- Primal-dual methods for linear programming
- On the Newton interior-point method for nonlinear programming problems
- Handling constraints in optimal control with saturation functions and system extension
- Another look at linear programming for feature selection via methods of regularization
- A primal-dual interior point method whose running time depends only on the constraint matrix
- A proximal interior point algorithm with applications to image processing
- Bifurcation instability in linear elasticity with the constraint of local injectivity
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- A note on exploiting structure when using slack variables
- Interior optima and the Inada conditions
- Accelerating the Uzawa Algorithm
- An interior-point method for fractional programs with convex constraints
- Efficient Preconditioners for Interior Point Methods via a New Schur Complement-Based Strategy
- A new class of improved convex underestimators for twice continuously differentiable constrained NLPs
- Linear programming, complexity theory and elementary functional analysis
- Function space interior point methods for PDE constrained optimization
- Inertia-controlling factorizations for optimization algorithms
- Convex fuzzy \(k\)-medoids clustering
- Inexact-restoration algorithm for constrained optimization
- Numerically efficient and robust Interior-point algorithm for finite strain rate-independent crystal plasticity
- Solving Mixed Sparse-Dense Linear Least-Squares Problems by Preconditioned Iterative Methods
- Feasible interior methods using slacks for nonlinear optimization
- Deep unfolding of a proximal interior point method for image restoration
- Uzawa-low method and preconditioned Uzawa-low method for three-order block saddle point problem
- A low-order block preconditioner for saddle point linear systems
- GMRES-Accelerated ADMM for Quadratic Objectives
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
- On quasi shift-splitting iteration method for a class of saddle point problems
- Modified primal path-following scheme for the monotone variational inequality problem
- Equivalent formulae for the supremum and stability of weighted pseudoinverses
- Structured condition numbers for a linear function of the solution of the generalized saddle point problem
- Preconditioned global GPBiCG method for solving saddle point problems with multiple right-hand sides and its convergence analysis
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- Sensitivity analysis and robust assignment of natural frequencies for vibrating systems using the receptance method
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