Add to ORKGWe focus on the reuse of Constraint Preconditioners in the iterative solution of the augmented systems arising in Interior Point methods. We analyze different strategies for choosing the outer iterations in which the preconditioner is recomputed, in the context of a Potential Reduction algorithm for convex Quadratic Programming. The performance of these strategies is illustrated through a set of numerical experiments
We provide a survey of interior-point methods for linear programming and its extensions that are bas...
Issues of indefinite preconditioning of reduced Newton systems arising in optimization with interior...
Abstract. Issues of indefinite preconditioning of reduced Newton systems arising in optimization wit...
We focus on the reuse of Constraint Preconditioners in the iterative solution of the augmented syste...
Iterative solvers appear to be very promising in the development of efficient software, based on Int...
Iterative solvers appear to be very promising in the development of efficient software, based on Int...
We address the iterative solution of KKT systems arising in the solution of convex quadratic program...
This work focuses on the iterative solution of sequences of KKT linear systems arising in interior p...
In this article, we address the efficient numerical solution of linear and quadratic programming pro...
In this paper, we present an interior-point algorithm for large and sparse convex quadratic programm...
Optimization problems with many more inequality constraints than variables arise in support-vector m...
Every Newton step in an interior-point method for optimization requires a solution of a symmetric in...
We provide a survey of interior-point methods for linear programming and its extensions that are bas...
Issues of indefinite preconditioning of reduced Newton systems arising in optimization with interior...
Abstract. Issues of indefinite preconditioning of reduced Newton systems arising in optimization wit...
We focus on the reuse of Constraint Preconditioners in the iterative solution of the augmented syste...
Iterative solvers appear to be very promising in the development of efficient software, based on Int...
Iterative solvers appear to be very promising in the development of efficient software, based on Int...
We address the iterative solution of KKT systems arising in the solution of convex quadratic program...
This work focuses on the iterative solution of sequences of KKT linear systems arising in interior p...
In this article, we address the efficient numerical solution of linear and quadratic programming pro...
In this paper, we present an interior-point algorithm for large and sparse convex quadratic programm...
Optimization problems with many more inequality constraints than variables arise in support-vector m...
Every Newton step in an interior-point method for optimization requires a solution of a symmetric in...
We provide a survey of interior-point methods for linear programming and its extensions that are bas...
Issues of indefinite preconditioning of reduced Newton systems arising in optimization with interior...
Abstract. Issues of indefinite preconditioning of reduced Newton systems arising in optimization wit...