Stability of Symmetric Ill-Conditioned Systems Arising in Interior Methods for Constrained Optimization
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Publication:4870630
DOI10.1137/S0895479894270658zbMath0878.49021MaRDI QIDQ4870630
Philip E. Gill, Joseph R. Shinnerl, Anders Forsgren
Publication date: 27 March 1996
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
constrained optimizationcondition numbernonlinear programminginterior-point methodsbackward stabilityindefinite systemsbarrier methodsrounding-error analysis
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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