A new preconditioning approach for an interior point‐proximal method of multipliers for linear and convex quadratic programming

DOI10.1002/nla.2361OpenAlexW2995987820WikidataQ114852901 ScholiaQ114852901MaRDI QIDQ4959589

Spyridon Pougkakiotis, John W. Pearson, Jacek Gondzio, Luca Bergamaschi, Àngeles Martínez

Publication date: 16 September 2021

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1912.10064

zbMATH Keywords

preconditioning interior point method Krylov subspace methods BFGS update proximal method of multipliers

Mathematics Subject Classification ID

Ill-posedness and regularization problems in numerical linear algebra (65F22) Quadratic programming (90C20) Preconditioners for iterative methods (65F08)

Related Items (7)

Smoothing Analysis of Two Robust Multigrid Methods for Elliptic Optimal Control Problems ⋮ Sparse Approximations with Interior Point Methods ⋮ Efficient Preconditioners for Interior Point Methods via a New Schur Complement-Based Strategy ⋮ A New Stopping Criterion for Krylov Solvers Applied in Interior Point Methods ⋮ General-purpose preconditioning for regularized interior point methods ⋮ An interior point-proximal method of multipliers for linear positive semi-definite programming ⋮ Block preconditioners for linear systems in interior point methods for convex constrained optimization

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