On the update of constraint preconditioners for regularized KKT systems
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DOI: 10.1007/s10589-016-9830-4
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- S. Bellavia, 1998. "Inexact Interior-Point Method," Journal of Optimization Theory and Applications, Springer, vol. 96(1), pages 109-121, January.
- Gondzio, Jacek, 2012. "Interior point methods 25 years later," European Journal of Operational Research, Elsevier, vol. 218(3), pages 587-601.
- S. Cafieri & M. D’Apuzzo & V. Simone & D. Serafino & G. Toraldo, 2007. "Convergence Analysis of an Inexact Potential Reduction Method for Convex Quadratic Programming," Journal of Optimization Theory and Applications, Springer, vol. 135(3), pages 355-366, December.
- Luca Bergamaschi & Jacek Gondzio & Manolo Venturin & Giovanni Zilli, 2007. "Inexact constraint preconditioners for linear systems arising in interior point methods," Computational Optimization and Applications, Springer, vol. 36(2), pages 137-147, April.
- Jacek Gondzio, 2012. "Matrix-free interior point method," Computational Optimization and Applications, Springer, vol. 51(2), pages 457-480, March.
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Cited by:
- Jacek Gondzio & Spyridon Pougkakiotis & John W. Pearson, 2022. "General-purpose preconditioning for regularized interior point methods," Computational Optimization and Applications, Springer, vol. 83(3), pages 727-757, December.
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Keywords
KKT systems; Constraint preconditioners; Matrix updates; Interior point methods;All these keywords.
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