Block preconditioners for linear systems in interior point methods for convex constrained optimization (Q2084581)

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scientific article; zbMATH DE number 7603245
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Block preconditioners for linear systems in interior point methods for convex constrained optimization
scientific article; zbMATH DE number 7603245

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    Block preconditioners for linear systems in interior point methods for convex constrained optimization (English)
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    18 October 2022
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    interior point method
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    preconditioned conjugate gradient
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    MINRES
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    preconditioning
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    saddle-point linear system
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    normal equations
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    BFGS update
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    constraint preconditioner
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