Linear systems arising in interior methods for convex optimization: a symmetric formulation with bounded condition number

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

zbMATH Keywords

convex optimizationregularizationeigenvaluescondition numberinertiaeigenvalue boundsindefinite linear systemsprimal-dual interior methods

Mathematics Subject Classification ID

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)

Related Items

On GSOR, the Generalized Successive Overrelaxation Method for Double Saddle-Point Problems

Uses Software

• MA57
• Matlab
• UMFPACK
• LOQO
• SuiteSparse
• PCx
• OOQP
• PDCO
• MA27
• MINRES
• SYM-ILDL

Cites Work

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