Convergence analysis of the inexact infeasible interior-point method for linear optimization

DOI10.1007/s10957-008-9500-5zbMath1176.90647OpenAlexW2152309118MaRDI QIDQ1028608

G. Al-Jeiroudi, Jacek Gondzio

Publication date: 6 July 2009

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: http://www.maths.ed.ac.uk/~gondzio/REF/alJeiroudiGondzioJOTA.pdf

zbMATH Keywords

preconditioned conjugate gradientsindefinite system

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Linear programming (90C05) Interior-point methods (90C51)

Related Items

Stability and accuracy of inexact interior point methods for convex quadratic programming, Proximal stabilized interior point methods and \textit{low-frequency-update} preconditioning techniques, Matrix-free interior point method, Interior point methods 25 years later, Local path-following property of inexact interior methods in nonlinear programming, Null-Space Preconditioners for Saddle Point Systems, Implementation of interior-point methods for LP based on Krylov subspace iterative solvers with inner-iteration preconditioning, Unnamed Item

Uses Software

• HOPDM
• KELLEY

Cites Work

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