Efficient Preconditioners for Interior Point Methods via a New Schur Complement-Based Strategy
From MaRDI portal
(Redirected from Publication:5057773)
Recommendations
- Preconditioning indefinite systems in interior point methods for 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
- Proximal stabilized interior point methods and \textit{low-frequency-update} preconditioning techniques
- Preconditioning and iterative solution of symmetric indefinite linear systems arising from interior point methods for linear programming
Cites work
- A class of iterative methods for solving saddle point problems
- A comparison of reduced and unreduced KKT systems arising from interior point methods
- A Dual-Dual Formulation for the Coupling of Mixed-FEM and BEM in Hyperelasticity
- A new class of preconditioners for large-scale linear systems from interior point methods for linear programming
- A new preconditioning approach for an interior point‐proximal method of multipliers for linear and convex quadratic programming
- A preconditioned nullspace method for liquid crystal director modeling
- A Preconditioner for Linear Systems Arising From Interior Point Optimization Methods
- A repository of convex quadratic programming problems
- Adaptive use of iterative methods in predictor-corrector interior point methods for linear programming
- An Algebraic Analysis of a Block Diagonal Preconditioner for Saddle Point Systems
- An Augmented Lagrangian Preconditioner for the 3D Stationary Incompressible Navier--Stokes Equations at High Reynolds Number
- An Augmented Lagrangian‐Based Approach to the Oseen Problem
- An interior point-proximal method of multipliers for convex quadratic programming
- Approximate Inverse Techniques for Block-Partitioned Matrices
- Augmentation block preconditioners for saddle point-type matrices with singular (1,1) blocks
- Augmentation block triangular preconditioners for regularized saddle point problems
- Bi-CGSTAB: A Fast and Smoothly Converging Variant of Bi-CG for the Solution of Nonsymmetric Linear Systems
- Block preconditioners for symmetric indefinite linear systems
- Block-diagonal and indefinite symmetric preconditioners for mixed finite element formulations
- Bounds on Eigenvalues of Matrices Arising from Interior-Point Methods
- Constraint Preconditioning for Indefinite Linear Systems
- Convergence of a class of inexact interior-point algorithms for linear programs
- CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization
- Direct methods for sparse matrices
- Dynamic non-diagonal regularization in interior point methods for linear and convex quadratic programming
- Fast interior point solution of quadratic programming problems arising from PDE-constrained optimization
- Fast Iterative Solution of Stabilised Stokes Systems Part II: Using General Block Preconditioners
- GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
- scientific article; zbMATH DE number 3833218 (Why is no real title available?)
- scientific article; zbMATH DE number 992796 (Why is no real title available?)
- scientific article; zbMATH DE number 45081 (Why is no real title available?)
- scientific article; zbMATH DE number 88933 (Why is no real title available?)
- scientific article; zbMATH DE number 1243473 (Why is no real title available?)
- scientific article; zbMATH DE number 554736 (Why is no real title available?)
- scientific article; zbMATH DE number 1953444 (Why is no real title available?)
- scientific article; zbMATH DE number 6159604 (Why is no real title available?)
- scientific article; zbMATH DE number 1406968 (Why is no real title available?)
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- scientific article; zbMATH DE number 964349 (Why is no real title available?)
- scientific article; zbMATH DE number 4187000 (Why is no real title available?)
- Improving an interior-point approach for large block-angular problems by hybrid preconditioners
- Improving the preconditioning of linear systems from interior point methods
- Indefinitely preconditioned conjugate gradient method for large sparse equality and inequality constrained quadratic problems
- Inertia-controlling factorizations for optimization algorithms
- Inexact interior-point method
- Interior Methods for Nonlinear Optimization
- Iterative Methods for Double Saddle Point Systems
- Iterative Solution of Augmented Systems Arising in Interior Methods
- Krylov Subspace Methods for Saddle Point Problems with Indefinite Preconditioning
- Matrix-free interior point method
- Methods of conjugate gradients for solving linear systems
- Numerical solution of saddle point problems
- Object-oriented software for quadratic programming
- On an iterative method for saddle point problems
- On Block Elimination for Sparse Linear Systems
- On block preconditioners for nonsymmetric saddle point problems
- On Implementing Mehrotra’s Predictor–Corrector Interior-Point Method for Linear Programming
- On Solving Block-Structured Indefinite Linear Systems
- On the augmented system approach to sparse least-squares problems
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- On the interia of some classes of partitioned matrices
- On the solution of equality constrained quadratic programming problems arising in optimization
- Optimal Preconditioning for Raviart--Thomas Mixed Formulation of Second-Order Elliptic Problems
- Preconditioners for Indefinite Systems Arising in Optimization
- Preconditioners for saddle point linear systems with highly singular (1,1) blocks
- Preconditioners for the discretized time-harmonic Maxwell equations in mixed form
- Preconditioning indefinite systems in interior point methods for large scale linear optimisation
- Preconditioning indefinite systems in interior point methods for optimization
- Preconditioning methods for linear systems arising in constrained optimization problems
- Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization
- Schur complement preconditioners for multiple saddle point problems of block tridiagonal form with application to optimization problems
- Software for simplified Lanczos and QMR algorithms
- Solution of Sparse Indefinite Systems of Linear Equations
- Solving large-scale linear programs by interior-point methods under the Matlab∗Environment†
- SOLVING SPARSE TRIANGULAR LINEAR SYSTEMS ON PARALLEL COMPUTERS
- Some preconditiong techniques for saddle point problems
- Sparsity preserving preconditioners for linear systems in interior-point methods
- Spectral estimates for unreduced symmetric KKT systems arising from Interior Point methods
- The convergence rate of the minimal residual method for the Stokes problem
- Uniform preconditioners for the time dependent Stokes problem
- Updating constraint preconditioners for KKT systems in quadratic programming via low-rank corrections
- Using constraint preconditioners with regularized saddle-point problems
- Uzawa-type and augmented Lagrangian methods for double saddle point systems
Cited in
(18)- Using groups in the splitting preconditioner computation for interior point methods
- A new approach for finding a basis for the splitting preconditioner for linear systems from interior point methods
- A comparison of reduced and unreduced KKT systems arising from interior point methods
- Clustering-based preconditioning for stochastic programs
- Updating constraint preconditioners for KKT systems in quadratic programming via low-rank corrections
- Efficient Preconditioned Inner Solves For Inexact Rayleigh Quotient Iteration And Their Connections To The Single-Vector Jacobi–Davidson Method
- An iterative solver-based long-step infeasible primal-dual path-following algorithm for convex QP based on a class of preconditioners
- BFGS-like updates of constraint preconditioners for sequences of KKT linear systems in quadratic programming.
- A new preconditioning approach for an interior point‐proximal method of multipliers for linear and convex quadratic programming
- Linear systems arising in interior methods for convex optimization: a symmetric formulation with bounded condition number
- Schwarz Solvers and Preconditioners for the Closest Point Method
- Indefinitely preconditioned conjugate gradient method for large sparse equality and inequality constrained quadratic problems
- A preconditioned iterative interior point approach to the conic bundle subproblem
- Recycling basic columns of the splitting preconditioner in interior point methods
- Proximal stabilized interior point methods and \textit{low-frequency-update} preconditioning techniques
- Efficient Preconditioners for Interior Point Methods via a new Schur Complement-Based Strategy
- A massively parallel interior-point method for arrowhead linear programs with local linking structure
- On preconditioned and relaxed AVMM methods for quadratic programming problems with equality constraints
Describes a project that uses
Uses Software
This page was built for publication: Efficient Preconditioners for Interior Point Methods via a New Schur Complement-Based Strategy
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5057773)