Stability of Linear Equations Solvers in Interior-Point Methods
linear programmingconvergencenumerical exampleserror analysislinear complementarity problemssuperlinear convergenceill-conditioned matrixprimal-dual interior-point methodspath-following infeasible-interior-point algorithmGaussian elimination with pivotingstability of linear equations solvers
Numerical mathematical programming methods (65K05) Direct numerical methods for linear systems and matrix inversion (65F05) Linear programming (90C05) Roundoff error (65G50) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
- Stability of Augmented System Factorizations in Interior-Point Methods
- On Implementing Mehrotra’s Predictor–Corrector Interior-Point Method for Linear Programming
- Stabilization of interior-point methods for linear programming
- A stable primal-dual approach for linear programming under nondegeneracy assumptions
- A robust and efficient proposal for solving linear systems arising in interior-point methods for linear programming
- Stabilization of interior-point methods for linear programming
- A primal-dual interior-point algorithm for quadratic programming
- scientific article; zbMATH DE number 5015748 (Why is no real title available?)
- Newton-Anderson at Singular Points
- A structured modified Newton approach for solving systems of nonlinear equations arising in interior-point methods for quadratic programming
- A comparison of reduced and unreduced KKT systems arising from interior point methods
- Approximate solution of system of equations arising in interior-point methods for bound-constrained optimization
- The interior-point revolution in optimization: History, recent developments, and lasting consequences
- Spectral estimates for unreduced symmetric KKT systems arising from Interior Point methods
- Stability and accuracy of inexact interior point methods for convex quadratic programming
- A projected-search interior-point method for nonlinearly constrained optimization
- A stable primal-dual approach for linear programming under nondegeneracy assumptions
- On the componentwise boundedness away from zero of iterates generated by stabilized interior point methods
- Equivalent formulae for the supremum and stability of weighted pseudoinverses
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