A Preconditioner for Linear Systems Arising From Interior Point Optimization Methods
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Computational Mathematics
Link
http://epubs.siam.org/doi/pdf/10.1137/060661673
Reference21 articles.
1. Inexact Interior-Point Method
2. Convergence Analysis of an Inexact Infeasible Interior Point Method for Semidefinite Programming
3. Numerical solution of saddle point problems
4. Preconditioning Indefinite Systems in Interior Point Methods for Optimization
5. Multilevel Preconditioners Constructed From Inverse-Based ILUs
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