A comparison of reduced and unreduced KKT systems arising from interior point methods
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DOI: 10.1007/s10589-017-9907-8
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References listed on IDEAS
- S. Bellavia, 1998. "Inexact Interior-Point Method," Journal of Optimization Theory and Applications, Springer, vol. 96(1), pages 109-121, January.
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Cited by:
- J. Gondzio & F. N. C. Sobral, 2019. "Quasi-Newton approaches to interior point methods for quadratic problems," Computational Optimization and Applications, Springer, vol. 74(1), pages 93-120, September.
- Stefano Cipolla & Jacek Gondzio, 2023. "Proximal Stabilized Interior Point Methods and Low-Frequency-Update Preconditioning Techniques," Journal of Optimization Theory and Applications, Springer, vol. 197(3), pages 1061-1103, June.
- Benedetta Morini & Valeria Simoncini, 2017. "Stability and Accuracy of Inexact Interior Point Methods for Convex Quadratic Programming," Journal of Optimization Theory and Applications, Springer, vol. 175(2), pages 450-477, November.
- David Ek & Anders Forsgren, 2023. "A structured modified Newton approach for solving systems of nonlinear equations arising in interior-point methods for quadratic programming," Computational Optimization and Applications, Springer, vol. 86(1), pages 1-48, September.
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Keywords
Convex quadratic programming; Interior point methods; KKT systems; Preconditioners;All these keywords.
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