BFGS-like updates of constraint preconditioners for sequences of KKT linear systems in quadratic programming.
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Publication:4558699
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(10)- Quasi-Newton approaches to interior point methods for quadratic problems
- On the update of constraint preconditioners for regularized KKT systems
- On partial Cholesky factorization and a variant of quasi-Newton preconditioners for symmetric positive definite matrices
- A class of approximate inverse preconditioners based on Krylov-subspace methods for large-scale nonconvex optimization
- A comparison of reduced and unreduced KKT systems arising from interior point methods
- 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
- Block preconditioners for linear systems in interior point methods for convex constrained optimization
- Updating constraint preconditioners for KKT systems in quadratic programming via low-rank corrections
- Preconditioners for Krylov subspace methods: An overview
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