Symmetric Quasidefinite Matrices

linear programming quadratic programming numerical results stability factorization interior-point methods test problems indefinite systems quasidefinite matrices

Mathematics Subject Classification ID

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
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
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
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
Parameter Selection and Preconditioning for a Graph Form Solver
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
Preconditioning Linear Least-Squares Problems by Identifying a Basis Matrix
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
Cholesky-Like Factorization of Symmetric Indefinite Matrices and Orthogonalization with Respect to Bilinear Forms
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
The factorability of symmetric matrices and some implications for statistical linear models
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
Sparse Approximations with Interior Point Methods
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
Operator Splitting for a Homogeneous Embedding of the Linear Complementarity Problem
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
On the strong \(P\)-regular splitting iterative methods for non-Hermitian linear systems
A primal–dual regularized interior-point method for semidefinite programming
A Newton-Type Globally Convergent Interior-Point Method To Solve Multi-Objective Optimization Problems
LNLQ: An Iterative Method for Least-Norm Problems with an Error Minimization Property
Implementing a Smooth Exact Penalty Function for Equality-Constrained Nonlinear Optimization
LSLQ: An Iterative Method for Linear Least-Squares with an Error Minimization Property
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
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
A Regularized Factorization-Free Method for Equality-Constrained Optimization
Algebra -- 9. Translated from the Russian

Uses Software

NETLIB LP Test Set

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