A comparison of reduced and unreduced KKT systems arising from interior point methods
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics,Control and Optimization
Link
http://link.springer.com/article/10.1007/s10589-017-9907-8/fulltext.html
Reference40 articles.
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3. Baryamureeba, V., Steihaug, T.: On the convergence of an inexact primal-dual interior point method for linear programming. In: Lirkov, I., Margenov, S., Wasniewski, J. (eds.) Proceedings of the 5th International Conference on Large-Scale Scientific Computing. Lecture Notes in Computer Science, vol. 3743, pp. 629–637. Springer, Berlin (2006)
4. Bellavia, S.: An inexact interior point method. J. Optim. Theory Appl. 96, 109–121 (1998)
5. Benzi, M., Golub, G.H., Liesen, J.: Numerical solution of saddle point problems. Acta Numer. 14, 1–137 (2005)
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