BFGS‐like updates of constraint preconditioners for sequences of KKT linear systems in quadratic programming

DOI10.1002/nla.2144OpenAlexW2789543158WikidataQ58832682 ScholiaQ58832682MaRDI QIDQ4558699

Daniela di Serafino, Valentina De Simone, Àngeles Martínez, Luca Bergamaschi

Publication date: 29 November 2018

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nla.2144

zbMATH Keywords

interior point methodsconstraint preconditionersBFGS-like updatesKKT linear systems

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Preconditioners for iterative methods (65F08)

Related Items (5)

Preconditioners for Krylov subspace methods: An overview ⋮ A Class of Approximate Inverse Preconditioners Based on Krylov-Subspace Methods for Large-Scale Nonconvex Optimization ⋮ On partial Cholesky factorization and a variant of quasi-Newton preconditioners for symmetric positive definite matrices ⋮ Quasi-Newton approaches to interior point methods for quadratic problems ⋮ Block preconditioners for linear systems in interior point methods for convex constrained optimization

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