Efficient Preconditioners for Interior Point Methods via a new Schur Complement-Based Strategy

DOI10.1137/21M1416552zbMath1508.65020arXiv2104.12916MaRDI QIDQ6366189

Edgar Solomonik, Samah Karim

Publication date: 26 April 2021

Mathematics Subject Classification ID

65F50: Computational methods for sparse matrices

65K05: Numerical mathematical programming methods

65F10: Iterative numerical methods for linear systems

65F08: Preconditioners for iterative methods