scientific article; zbMATH DE number 1009691

MaRDI QIDQ4336951zbMATH OpenFDO

Authors Åke Björck

Publication date 18 August 1997

zbMATH Keywords

\(LDL^ T\) factorizationiterative refinementKarush-Kuhn-Tucker (KKT) systemsoptimal scalingpreconditionersparsitystabilitysymmetric linear systems

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Numerical computation of matrix norms, conditioning, scaling (65F35) Computational methods for sparse matrices (65F50) Numerical mathematical programming methods (65K05) Quadratic programming (90C20)

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• Iterative Solution of Augmented Systems Arising in Interior Methods
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Cited in

(11)

• New block triangular preconditioners for saddle point linear systems with highly singular \((1,1)\) blocks
• Structured backward errors for KKT systems
• Perturbation analysis for the generalized Cholesky factorization.
• A practical solution for KKT systems
• A variant of the AOR method for augmented systems
• scientific article; zbMATH DE number 5070927 (Why is no real title available?)
• scientific article; zbMATH DE number 556478 (Why is no real title available?)
• On the Stability of Null-Space Methods for KKT Systems
• scientific article; zbMATH DE number 1488005 (Why is no real title available?)
• SOR-like Methods with Optimization Model for Augmented Linear Systems
• HyKKT: a hybrid direct-iterative method for solving KKT linear systems

Describes a project that uses

Uses Software

• MA47
• Harwell-Boeing sparse matrix collection

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