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

DOI10.1002/NLA.2144MaRDI QIDQ4558699zbMATH OpenOpenAlexWikidataFDO

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

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)

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Cited in

(12)

• Block preconditioners for linear systems in interior point methods for convex constrained optimization
• Convergence of a quasi-Newton method for solving systems of nonlinear underdetermined equations
• On the iterative solution of KKT systems in potential reduction software for large-scale quadratic problems
• Updating constraint preconditioners for KKT systems in quadratic programming via low-rank corrections
• A preconditioning framework for sequences of diagonally modified linear systems arising in optimization
• 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
• Polynomial worst-case iteration complexity of quasi-Newton primal-dual interior point algorithms for linear programming

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