A preconditioned iterative interior point approach to the conic bundle subproblem

DOI10.1007/s10107-023-01986-warXiv2110.11496OpenAlexW3208239223MaRDI QIDQ6126660

Christoph Helmberg

Publication date: 9 April 2024

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.11496

zbMATH Keywords

nonsmooth optimizationinterior point methodquadratic semidefinite programminglow rank preconditioner

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Quadratic programming (90C20) Preconditioners for iterative methods (65F08)

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