Block preconditioners for linear systems in interior point methods for convex constrained optimization
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Publication:2084581
DOI10.1007/s11565-022-00422-9zbMath1500.65013OpenAlexW4292227807MaRDI QIDQ2084581
Giovanni Zilli, Luca Bergamaschi
Publication date: 18 October 2022
Published in: Annali dell'Università di Ferrara. Sezione VII. Scienze Matematiche (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11565-022-00422-9
preconditioninginterior point methodnormal equationsBFGS updateMINRESpreconditioned conjugate gradientconstraint preconditionersaddle-point linear system
Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20) Interior-point methods (90C51) Iterative numerical methods for linear systems (65F10) Preconditioners for iterative methods (65F08)
Uses Software
Cites Work
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