A Symmetric Reduction of the NT Direction

DOI10.1137/120902550zbMath1297.90108OpenAlexW2056258110MaRDI QIDQ3192101

Florian Jarre, Chantal Hergenroeder

Publication date: 26 September 2014

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/445cc29c5ffbee2d4de0e99bd30bc14e3bda92cd

zbMATH Keywords

condition numberlinear programinterior-point algorithmsemidefinite programquasi-minimal residual iteration

Mathematics Subject Classification ID

Semidefinite programming (90C22) Linear programming (90C05) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items (1)

Spectral estimates for unreduced symmetric KKT systems arising from Interior Point methods

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