Stability of Linear Equations Solvers in Interior-Point Methods

DOI10.1137/S0895479893260498MaRDI QIDQ4857584zbMATH OpenFDO

Authors Stephen J. Wright

Publication date 30 June 1996

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

Full work available at URL https://doi.org/10.1137/S0895479893260498

zbMATH Keywords

convergenceerror analysisGaussian elimination with pivotingill-conditioned matrixlinear complementarity problemslinear programmingnumerical examplespath-following infeasible-interior-point algorithmprimal-dual interior-point methodsstability of linear equations solverssuperlinear convergence

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Roundoff error (65G50) Numerical mathematical programming methods (65K05) Linear programming (90C05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cited in

(16)

• Stability and accuracy of inexact interior point methods for convex quadratic programming
• Stabilization of interior-point methods for linear programming
• Approximate solution of system of equations arising in interior-point methods for bound-constrained optimization
• A comparison of reduced and unreduced KKT systems arising from interior point methods
• A primal-dual interior-point algorithm for quadratic programming
• Spectral estimates for unreduced symmetric KKT systems arising from Interior Point methods
• Stability of Augmented System Factorizations in Interior-Point Methods
• scientific article; zbMATH DE number 5015748 (Why is no real title available?)
• Equivalent formulae for the supremum and stability of weighted pseudoinverses
• The interior-point revolution in optimization: History, recent developments, and lasting consequences
• Stability of Symmetric Ill-Conditioned Systems Arising in Interior Methods for Constrained Optimization
• On the componentwise boundedness away from zero of iterates generated by stabilized interior point methods
• 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 projected-search interior-point method for nonlinearly constrained optimization
• A stable primal-dual approach for linear programming under nondegeneracy assumptions

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Uses Software

• mctoolbox
• LOQO

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