Fast interior point solution of quadratic programming problems arising from PDE-constrained optimization
Author:
Funder
University of Kent
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics
Link
http://link.springer.com/article/10.1007/s00211-017-0892-8/fulltext.html
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2. Benzi, M., Golub, G.H., Liesen, J.: Numerical solution of saddle point problems. Acta Numer. 14, 1–137 (2005)
3. Benzi, M., Haber, E., Taralli, L.: Multilevel algorithms for large-scale interior point methods. SIAM J. Sci. Comput. 31, 4152–4175 (2009)
4. Bergamaschi, L., Martinez, A.: RMCP: relaxed mixed constraint preconditioners for saddle point linear systems arising in geomechanics. Comput. Methods Appl. Mech. Eng. 221–222, 54–62 (2012)
5. Bergounioux, M., Haddou, M., Hintermüller, M., Kunisch, K.: A comparison of a Moreau–Yosida based active set strategy and interior point methods for constrained optimal control problems. SIAM J. Optim. 11, 495–521 (2000)
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