A structured modified Newton approach for solving systems of nonlinear equations arising in interior-point methods for quadratic programming

DOI10.1007/s10589-023-00486-zarXiv2009.07913OpenAlexW3085530484MaRDI QIDQ6166646

David Ek, Anders Forsgren

Publication date: 3 August 2023

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.07913

zbMATH Keywords

interior-point methodsquasi-Newton methodsmodified Newton methodslow-rank updates

Mathematics Subject Classification ID

Quadratic programming (90C20) Interior-point methods (90C51)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Local path-following property of inexact interior methods in nonlinear programming
• On the efficient update of rectangular LU-factorizations subject to low rank modifications
• Inexact interior-point method
• Stability and accuracy of inexact interior point methods for convex quadratic programming
• A primal-dual regularized interior-point method for convex quadratic programs
• Maintaining LU factors of a general sparse matrix
• Approximate solution of system of equations arising in interior-point methods for bound-constrained optimization
• Quasi-Newton approaches to interior point methods for quadratic problems
• On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods
• A comparison of reduced and unreduced KKT systems arising from interior point methods
• Effects of Finite-Precision Arithmetic on Interior-Point Methods for Nonlinear Programming
• Convergence Analysis of an Inexact Feasible Interior Point Method for Convex Quadratic Programming
• Spectral estimates for unreduced symmetric KKT systems arising from Interior Point methods
• Stability of Augmented System Factorizations in Interior-Point Methods
• Iterative Solution of Augmented Systems Arising in Interior Methods
• Inexact Newton Methods
• Ill-Conditioning and Computational Error in Interior Methods for Nonlinear Programming
• Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization
• A repository of convex quadratic programming problems
• Methods for Modifying Matrix Factorizations
• Interior Methods for Nonlinear Optimization
• Stability of Linear Equations Solvers in Interior-Point Methods
• Stability of Symmetric Ill-Conditioned Systems Arising in Interior Methods for Constrained Optimization
• Iterative Solution of Nonlinear Equations in Several Variables
• Bounds on Eigenvalues of Matrices Arising from Interior-Point Methods