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

linear programmingstabilitynumerical experimentsbackward error analysisprimal-dual interior-point methodsfactorization algorithmsill-conditioned linear systemsaugmented system factorizationslarge, sparse and symmetric matrix

Mathematics Subject Classification ID

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

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Cited in

(54)

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

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