Stability of Linear Equations Solvers in Interior-Point Methods

DOI10.1137/S0895479893260498zbMath0840.65058MaRDI QIDQ4857584

Stephen J. Wright

Publication date: 30 June 1996

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

convergencelinear programmingnumerical exampleserror analysislinear complementarity problemsill-conditioned matrixsuperlinear convergenceprimal-dual interior-point methodspath-following infeasible-interior-point algorithmGaussian elimination with pivotingstability of linear equations solvers

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Roundoff error (65G50) Direct numerical methods for linear systems and matrix inversion (65F05)

Related Items

A stable primal-dual approach for linear programming under nondegeneracy assumptions, The interior-point revolution in optimization: History, recent developments, and lasting consequences, A comparison of reduced and unreduced KKT systems arising from interior point methods, Stability and accuracy of inexact interior point methods for convex quadratic programming, Spectral estimates for unreduced symmetric KKT systems arising from Interior Point methods, Newton-Anderson at Singular Points, A structured modified Newton approach for solving systems of nonlinear equations arising in interior-point methods for quadratic programming, Equivalent formulae for the supremum and stability of weighted pseudoinverses, A primal-dual interior-point algorithm for quadratic programming, Approximate solution of system of equations arising in interior-point methods for bound-constrained optimization

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