Limited-memory LDL\(^{\top}\) factorization of symmetric quasi-definite matrices with application to constrained optimization
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Publication:745223
DOI10.1007/s11075-014-9933-xzbMath1325.65042OpenAlexW2069715122MaRDI QIDQ745223
Publication date: 13 October 2015
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11075-014-9933-x
preconditioningquadratic optimizationinterior-point methodsnumerical resultincomplete factorizationlimited-memory factorizationsymmetric quasi definite
Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Interior-point methods (90C51) Direct numerical methods for linear systems and matrix inversion (65F05) Preconditioners for iterative methods (65F08)
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