Linear systems arising in interior methods for convex optimization: a symmetric formulation with bounded condition number
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Publication:5058377
DOI10.1080/10556788.2021.1965599OpenAlexW3206620519MaRDI QIDQ5058377
Dominique Orban, Michael A. Saunders, Alexandre Ghannad
Publication date: 20 December 2022
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2021.1965599
convex optimizationregularizationeigenvaluescondition numberinertiaeigenvalue boundsindefinite linear systemsprimal-dual interior methods
Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20) Interior-point methods (90C51) Numerical linear algebra (65Fxx) Numerical methods for mathematical programming, optimization and variational techniques (65Kxx)
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