Inexact constraint preconditioners for linear systems arising in interior point methods
From MaRDI portal
Publication:2643611
DOI10.1007/s10589-006-9001-0zbMath1148.90349OpenAlexW2083013597MaRDI QIDQ2643611
Jacek Gondzio, Manolo Venturin, Giovanni Zilli, Luca Bergamaschi
Publication date: 27 August 2007
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-006-9001-0
Related Items
A reverse augmented constraint preconditioner for Lagrange multiplier methods in contact mechanics, On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods, Mixed constraint preconditioning in computational contact mechanics, Preconditioners for nonsymmetric linear systems with low-rank skew-symmetric part, Improving the preconditioning of linear systems from interior point methods, On the update of constraint preconditioners for regularized KKT systems, Efficiently preconditioned inexact Newton methods for large symmetric eigenvalue problems, Reduced order solution of structured linear systems arising in certain PDE-constrained optimization problems, Updating Constraint Preconditioners for KKT Systems in Quadratic Programming Via Low-Rank Corrections, Spectral analysis of inexact constraint preconditioning for symmetric saddle point matrices, Preconditioners for Krylov subspace methods: An overview, Recycling basic columns of the splitting preconditioner in interior point methods, A low-rank approach to the solution of weak constraint variational data assimilation problems, Matrix-free interior point method, Interior point methods 25 years later, Preconditioning for sparse linear systems at the dawn of the 21st century: history, current developments, and future perspectives, FSAI-based parallel mixed constraint preconditioners for saddle point problems arising in geomechanics, Using groups in the splitting preconditioner computation for interior point methods, Combining a hybrid preconditioner and a optimal adjustment algorithm to accelerate the convergence of interior point methods, Low rank updates in preconditioning the saddle point systems arising from data assimilation problems, Low-rank updates of balanced incomplete factorization preconditioners, Modified controlled Cholesky factorization for preconditioning linear systems from the interior-point method, Mixed constraint preconditioners for the iterative solution of FE coupled consolidation equations, Conjugate gradient for nonsingular saddle-point systems with a maximally rank-deficient leading block, Local path-following property of inexact interior methods in nonlinear programming, Erratum to: Inexact constraint preconditioners for linear systems arising in interior point methods, On eigenvalue distribution of constraint‐preconditioned symmetric saddle point matrices, Novel preconditioners for the iterative solution to FE-discretized coupled consolidation equations, Implementation of interior-point methods for LP based on Krylov subspace iterative solvers with inner-iteration preconditioning, Block preconditioners for linear systems in interior point methods for convex constrained optimization, Numerical solution of KKT systems in PDE-constrained optimization problems via the affine scaling trust-region approach†
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- HOPDM (version 2. 12) -- a fast LP solver based on a primal-dual interior point method
- Preconditioning indefinite systems in interior point methods for optimization
- Software for simplified Lanczos and QMR algorithms
- On the eigenvalues of a class of saddle point matrices
- On the Solution of Equality Constrained Quadratic Programming Problems Arising in Optimization
- Numerical solution of saddle point problems
- Constraint Preconditioning for Indefinite Linear Systems
- Approximate Factorization Constraint Preconditioners for Saddle-Point Matrices
- A preconditioned conjugate gradient approach to linear equality constrained minimization