Stability of Augmented System Factorizations in Interior-Point Methods

DOI10.1137/S0895479894271093MaRDI QIDQ3126197zbMATH OpenOpenAlexWikidataFDO

Authors Stephen J. Wright

Publication date 14 December 1997

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0895479894271093

zbMATH Keywords

augmented system factorizationsbackward error analysisfactorization algorithmsill-conditioned linear systemslarge, sparse and symmetric matrixlinear programmingnumerical experimentsprimal-dual interior-point methodsstability

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Numerical mathematical programming methods (65K05) Linear programming (90C05)

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Cited in

(58)

• A modified SSOR iterative method for augmented systems
• New block triangular preconditioners for saddle point linear systems with highly singular \((1,1)\) blocks
• The role of the augmented system in interior point methods
• Solving symmetric indefinite systems in an interior-point method for linear programming
• Stability and accuracy of inexact interior point methods for convex quadratic programming
• Generalized AOR method for solving a class of generalized saddle point problems
• Modified Uzawa methods for saddle point problems
• Stabilization of interior-point methods for linear programming
• Application of interior-point methods to model predictive control
• An accelerated symmetric SOR-like method for augmented systems
• A parameterized shift-splitting preconditioner for saddle point problems
• Preconditioned Richardson iteration for augmented linear systems
• A modified ASOR-like method for augmented linear systems
• A generalization of the inexact parameterized Uzawa methods for saddle point problems
• Optimal parameters of GSOR-like methods for solving the augmented linear systems
• On unsymmetric block overrelaxation-type methods for saddle point problems
• On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods
• Application of modified homotopy perturbation method for solving the augmented systems
• Semi-convergence analysis of GMSSOR methods for singular saddle point problems
• Convergence of a generalized MSSOR method for augmented systems
• On the iterative solution of KKT systems in potential reduction software for large-scale quadratic problems
• Symmetric-triangular decomposition and its applications. II: Preconditioners for indefinite systems
• A primal-dual interior-point algorithm for quadratic programming
• On the modified symmetric successive over-relaxation method for augmented systems
• Detecting ``dense columns in interior point methods for linear programs
• A new modified SSOR iteration method for solving augmented linear systems
• Accelerated SOR-like method for augmented linear systems
• A variant of the AOR method for augmented systems
• Optimum parameter for the SOR-like method for augmented systems
• Extended shift-splitting preconditioners for saddle point problems
• On Numerical Issues of Interior Point Methods
• A modified SOR-like method for the augmented systems
• Modified iterative method for augmented system
• scientific article; zbMATH DE number 556478 (Why is no real title available?)
• Regularization techniques in interior point methods
• Generalized AOR method for the augmented system
• Stability of Linear Equations Solvers in Interior-Point Methods
• Stability of Symmetric Ill-Conditioned Systems Arising in Interior Methods for Constrained Optimization
• A class of modified GSS preconditioners for complex symmetric linear systems
• On semi-convergence of ULT iterative method for the singular saddle point problems
• A block diagonal preconditioner for generalised saddle point problems
• SOR-like Methods with Optimization Model for Augmented Linear Systems
• Modified SOR-like method for the augmented system
• A structured modified Newton approach for solving systems of nonlinear equations arising in interior-point methods for quadratic programming
• A block upper triangular preconditioner with two parameters for saddle-point problems
• New preconditioners based on symmetric-triangular decomposition for saddle point problems
• A projected-search interior-point method for nonlinearly constrained optimization
• Evaluation of ST preconditioners for saddle point problems
• A new parameterized matrix splitting preconditioner for the saddle point problems
• The modified double shift-splitting preconditioner for nonsymmetric generalized saddle point problems from the time-harmonic Maxwell equations
• A massively parallel interior-point method for arrowhead linear programs with local linking structure
• On the minimum convergence factor of a class of GSOR-like methods for augmented systems
• The Cholesky factorization in interior point methods
• A stable primal-dual approach for linear programming under nondegeneracy assumptions
• Symmetric SOR method for augmented systems
• Convergence of relaxation iterative methods for saddle point problem
• A class of triangular splitting methods for saddle point problems
• On generalized symmetric SOR method for augmented systems

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