Interior‐point method for non‐linear non‐convex optimization

DOI10.1002/nla.354zbMath1164.90422OpenAlexW2146126565MaRDI QIDQ3412438

Ladislav Lukšan, Ctirad Matonoha, Jan Vlček

Publication date: 6 December 2006

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: http://www.nusl.cz/ntk/nusl-33987

zbMATH Keywords

interior point methodspreconditioned conjugate gradient methodnon-linear programmingindefinite systemsindefinite preconditioners

Mathematics Subject Classification ID

Interior-point methods (90C51) Complexity and performance of numerical algorithms (65Y20)

Related Items (12)

On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods ⋮ Inner solvers for interior point methods for large scale nonlinear programming ⋮ Non-negatively constrained image deblurring with an inexact interior point method ⋮ Unnamed Item ⋮ Preconditioners for Krylov subspace methods: An overview ⋮ Some iterative methods for the solution of a symmetric indefinite KKT system ⋮ On the iterative solution of KKT systems in potential reduction software for large-scale quadratic problems ⋮ Factorization of saddle-point matrices in dynamical systems optimization -- reusing pivots ⋮ Interior point methods for large-scale nonlinear programming ⋮ On the computation of relaxed pessimistic solutions to MPECs ⋮ Trust-region interior-point method for large sparsel₁optimization ⋮ Solving reachability problems by a scalable constrained optimization method

Uses Software

• CUTEr

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