Iterative Solution of Augmented Systems Arising in Interior Methods
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Publication:3503213
DOI10.1137/060650210zbMath1143.49024OpenAlexW2115329284MaRDI QIDQ3503213
Anders Forsgren, Philip E. Gill, Joshua D. Griffin
Publication date: 22 May 2008
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/060650210
nonconvex optimizationiterative methodsaugmented systemsKKT systemsconjugate-gradient methodinterior methodslarge-scale nonlinear programmingconstraint preconditioning
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Direct numerical methods for linear systems and matrix inversion (65F05)
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