General-purpose preconditioning for regularized interior point methods

Autor:	Jacek Gondzio, Spyridon Pougkakiotis, John W. Pearson
Rok vydání:	2022
Předmět:	Computational Mathematics Control and Optimization Optimization and Control (math.OC) Applied Mathematics FOS: Mathematics Computer Science::Mathematical Software Numerical Analysis (math.NA) Mathematics - Numerical Analysis Computer Science::Numerical Analysis Mathematics - Optimization and Control Mathematics::Numerical Analysis
Zdroj:	Computational Optimization and Applications. 83:727-757
ISSN:	1573-2894 0926-6003
DOI:	10.1007/s10589-022-00424-5
Popis:	In this paper we present general-purpose preconditioners for regularized augmented systems, and their corresponding normal equations, arising from optimization problems. We discuss positive definite preconditioners, suitable for CG and MINRES. We consider “sparsifications" which avoid situations in which eigenvalues of the preconditioned matrix may become complex. Special attention is given to systems arising from the application of regularized interior point methods to linear or nonlinear convex programming problems.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::16132ea6e033a210b510ce20b690d011 https://doi.org/10.1007/s10589-022-00424-5 Zobrazit plný text záznamu Plný text ve formátu PDF Plný text ve formátu HTML
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