Updating Constraint Preconditioners for KKT Systems in Quadratic Programming Via Low-Rank Corrections
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Publication:2947227
DOI10.1137/130947155zbMath1323.65064arXiv1312.0047OpenAlexW2964263181WikidataQ58832740 ScholiaQ58832740MaRDI QIDQ2947227
Valentina De Simone, Daniela di Serafino, Benedetta Morini, Stefania Bellavia
Publication date: 22 September 2015
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1312.0047
numerical examplesSchur complementconvex quadratic programminginterior point methodsKKT systemsconstraint preconditionersmatrix updatesKarush-Kuhn-Tucker (KKT) linear systems
Numerical mathematical programming methods (65K05) Convex programming (90C25) Quadratic programming (90C20) Interior-point methods (90C51) Preconditioners for iterative methods (65F08)
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