Parallel interior-point method for linear and quadratic programs with special structure
type: Item
instance of: scholarly article
title: Parallel interior-point method for linear and quadratic programs with special structure
zbMATH Open document ID: 1006.90087
DOI: 10.1023/A:1017523228692
author: Carla Durazzi
author: V. Ruggiero
author: Gaetano Zanghirati
published in: Journal of Optimization Theory and Applications
publication date: 2002-08-12T00:00:00Z
review text: The paper deals with the quadratic programming problems \(\min (1/2) x^T Q x+ c^T x\) subject to \(Ax \geq b\), \(x \geq 0\). Here \(x \in \mathbb{R}^n\) and \(A\) is an \(m \times n\)-matrix. The main step of the proposed method is the Newton iteration applied to suitably modified system of Karush-Kuhn-Tucker optimality conditions in the original problem. The global convergence of the proposed method is established. Numerical implementation of the method requires the solution of special linear system with an \(n \times n\)-matrix at each iteration. The authors suggest to solve the system by a preconditioned conjugate gradient method that is well studied for implementation on multiprocessor systems when matrix \(A\) exhibits a special structure. Applications to large-scale problems with block-angular constraint matrices are presented.
Mathematics Subject Classification ID: 90C51
zbMATH DE Number: 1779065
reviewed by: Mikhail Yu. Kokurin
describes a project that uses: LIPSOL
MaRDI profile type: Publication
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full work available at URL: a:1017523228692
OpenAlex ID: W2168253786
description: scientific article; zbMATH DE number 1779065