BFGS-like updates of constraint preconditioners for sequences of KKT linear systems in quadratic programming.
DOI10.1002/NLA.2144OpenAlexW2789543158WikidataQ58832682 ScholiaQ58832682MaRDI QIDQ4558699FDOQ4558699
Authors: V. De Simone, D. di Serafino, Luca Bergamaschi, Angeles Martínez 
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
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Cited In (10)
- Block preconditioners for linear systems in interior point methods for convex constrained optimization
- On the iterative solution of KKT systems in potential reduction software for large-scale quadratic problems
- A preconditioning framework for sequences of diagonally modified linear systems arising in optimization
- Updating constraint preconditioners for KKT systems in quadratic programming via low-rank corrections
- A comparison of reduced and unreduced KKT systems arising from interior point methods
- Quasi-Newton approaches to interior point methods for quadratic problems
- Preconditioners for Krylov subspace methods: An overview
- On the update of constraint preconditioners for regularized KKT systems
- 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
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