Symmetric Quasidefinite Matrices
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Publication:4764310
DOI10.1137/0805005zbMATH Open0822.65017OpenAlexW2075998338MaRDI QIDQ4764310FDOQ4764310
Authors: Robert J. Vanderbei 
Publication date: 15 October 1995
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0805005
Recommendations
linear programmingquadratic programmingnumerical resultsstabilityfactorizationinterior-point methodstest problemsindefinite systemsquasidefinite matrices
Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Direct numerical methods for linear systems and matrix inversion (65F05) Linear programming (90C05)
Cited In (94)
- On Using Cholesky-Based Factorizations and Regularization for Solving Rank-Deficient Sparse Linear Least-Squares Problems
- A selective strategy for shakedown analysis of engineering structures
- Preconditioning indefinite systems in interior point methods for large scale linear optimisation
- FBstab: a proximally stabilized semismooth algorithm for convex quadratic programming
- Cholesky-like factorization of symmetric indefinite matrices and orthogonalization with respect to bilinear forms
- A regularization method for constrained nonlinear least squares
- Interior point methods 25 years later
- Parallel interior-point solver for structured quadratic programs: Application to financial planning problems
- Some iterative methods for the solution of a symmetric indefinite KKT system
- A primal-dual interior-point algorithm for quadratic programming
- Inner solvers for interior point methods for large scale nonlinear programming
- Primal-dual nonlinear rescaling method with dynamic scaling parameter update
- The BPMPD interior point solver for convex quadratic problems
- On the iterative solution of KKT systems in potential reduction software for large-scale quadratic problems
- A Schur complement approach to preconditioning sparse linear least-squares problems with some dense rows
- Perturbation analysis of saddle-point problems
- An interior point-proximal method of multipliers for convex quadratic programming
- Preconditioning linear least-squares problems by identifying a basis matrix
- Dynamic non-diagonal regularization in interior point methods for linear and convex quadratic programming
- Symmetric indefinite systems for interior point methods
- Solution of sparse rectangular systems using LSQR and Craig
- Perturbation analysis for block downdating of the generalized Cholesky factorization
- The practical behavior of the homogeneous self-dual formulations in interior point methods
- An infeasible interior-point algorithm for solving primal and dual geometric programs
- Sparse approximations with interior point methods
- Regularization techniques in interior point methods
- LOQO:an interior point code for quadratic programming
- A regularized interior-point method for constrained linear least squares
- Quadratic regularizations in an interior-point method for primal block-angular problems
- Conditionally definite matrices
- Block splitting for distributed optimization
- Modifying the inertia of matrices arising in optimization
- Limited-memory LDL\(^{\top}\) factorization of symmetric quasi-definite matrices with application to constrained optimization
- Primal-dual nonlinear rescaling method for convex optimization
- A primal-dual regularized interior-point method for convex quadratic programs
- Backward stability analysis of weighted linear least-squares problems
- Perturbation theory for the eigenvalues of factorised symmetric matrices
- Detecting ``dense columns in interior point methods for linear programs
- Computational experience with a modified potential reduction algorithm for linear programming
- Rounding-error and perturbation bounds for the indefinite QR factorization
- CVXGEN: a code generator for embedded convex optimization
- OSQP: an operator splitting solver for quadratic programs
- High-performance sampling of generic determinantal point processes
- Correlative sparsity in primal-dual interior-point methods for LP, SDP, and SOCP
- Application of lower bound direct method to engineering structures
- Conic optimization via operator splitting and homogeneous self-dual embedding
- Sparsity in convex quadratic programming with interior point methods
- A sparse proximal implementation of the LP dual active set algorithm
- Preconditioning and iterative solution of symmetric indefinite linear systems arising from interior point methods for linear programming
- Bitopological spaces
- An interior point method for nonlinear optimization with a quasi-tangential subproblem
- Principal pivot transforms of quasidefinite matrices and semidefinite Lagrangian subspaces
- Inertia-controlling factorizations for optimization algorithms
- A note on the perturbation analysis for the generalized Cholesky factorization
- Title not available (Why is that?)
- Matrix shapes invariant under the symmetric QR algorithm
- A new class of preconditioners for large-scale linear systems from interior point methods for linear programming
- Exploiting structure in parallel implementation of interior point methods for optimization
- An exterior point polynomial-time algorithm for convex quadratic programming
- General-purpose preconditioning for regularized interior point methods
- Some Properties of Symmetric Quasi-Definite Matrices
- Singular symmetric matrices
- Investigations in topology. 9. Work collection
- Bitopologies on products and ratios
- Optimal representative sample weighting
- Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization
- \texttt{Tenscalc}: a toolbox to generate fast code to solve nonlinear constrained minimizations and compute Nash equilibria
- QPALM: a proximal augmented Lagrangian method for nonconvex quadratic programs
- On a primal-dual Newton proximal method for convex quadratic programs
- Absolutely indecomposable symmetric matrices
- On the Condition of Symmetric Quasi-Definite Matrices
- Parameter selection and preconditioning for a graph form solver
- On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods
- An interior point potential reduction method for constrained equations
- Solving quadratically constrained convex optimization problems with an interior-point method
- Newton and interior-point methods for (constrained) nonconvex-nonconcave minmax optimization with stability and instability guarantees
- 1.5-\(Q\)-superlinear convergence of an exterior-point method for constrained optimization
- Parameter modified versions of preconditioning and iterative inner product free refinement methods for two-by-two block matrices
- An infeasible interior-point technique to generate the nondominated set for multiobjective optimization problems
- An adaptively regularized sequential quadratic programming method for equality constrained optimization
- A regularized factorization-free method for equality-constrained optimization
- Implementing a smooth exact penalty function for equality-constrained nonlinear optimization
- On the strong \(P\)-regular splitting iterative methods for non-Hermitian linear systems
- LSLQ: an iterative method for linear least-squares with an error minimization property
- A Newton-Type Globally Convergent Interior-Point Method To Solve Multi-Objective Optimization Problems
- Operator splitting for a homogeneous embedding of the linear complementarity problem
- A primal-dual regularized interior-point method for semidefinite programming
- Linear systems arising in interior methods for convex optimization: a symmetric formulation with bounded condition number
- <scp>TriCG</scp> and <scp>TriMR</scp>: Two Iterative Methods for Symmetric Quasi-definite Systems
- The factorability of symmetric matrices and some implications for statistical linear models
- Boundedness of the inverse of a regularized Jacobian matrix in constrained optimization and applications
- Solving multiobjective environmentally friendly and economically feasible electric power distribution problem by primal-dual interior-point method
- LNLQ: an iterative method for least-norm problems with an error minimization property
- Algebra -- 9. Translated from the Russian
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