Solving linear systems involved in constrained optimization

DOI10.1016/0024-3795(94)00007-ZMaRDI QIDQ1902118zbMATH OpenFDO

Authors Yixun Shi

Publication date 21 May 1996

Published in Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

Cholesky factorizationconvergenceinterior point methodsalgorithmnumerical experimentsconjugate gradient methoditerative methodlarge scale linear, quadratic and convex programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Convex programming (90C25) Linear programming (90C05) Large-scale problems in mathematical programming (90C06) Iterative numerical methods for linear systems (65F10)

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Cites work

• scientific article; zbMATH DE number 45971 (Why is no real title available?)
• scientific article; zbMATH DE number 617926 (Why is no real title available?)
• A Centered Projective Algorithm for Linear Programming
• A quadratically convergent \(O(\sqrt n\;L)\)-iteration algorithm for linear programming
• Containing and shrinking ellipsoids in the path-following algorithm
• Efficent line search algorithm for unconstrained optimization
• On some efficient interior point methods for nonlinear convex programming
• On the finite convergence of interior-point algorithms for linear programming
• Solution of $P_0 $-Matrix Linear Complementarity Problems Using a potential Reduction Algorithm
• The Mehrotra Predictor-Corrector Interior-Point Method As a Perturbed Composite Newton Method

Cited in

(13)

• A New Stopping Criterion for Krylov Solvers Applied in Interior Point Methods
• An interior point method for solving systems of linear equations and inequalities
• Finding the orthogonal projection of a point onto an affine subspace
• Signum-function array activated ZNN with easier circuit implementation and finite-time convergence for linear systems solving
• Approximate solution of system of equations arising in interior-point methods for bound-constrained optimization
• An Infinitely Summable Series Implementation of Interior Point Methods
• A Sherman-Morrison approach to the solution of linear systems
• scientific article; zbMATH DE number 3936945 (Why is no real title available?)
• scientific article; zbMATH DE number 554736 (Why is no real title available?)
• Solving linear optimization over arithmetic constraint formula
• scientific article; zbMATH DE number 3903854 (Why is no real title available?)
• Linear programming with a feasible direction interior point technique for smooth optimization
• Parallel Processing and Applied Mathematics

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