Inertia-controlling factorizations for optimization algorithms

Applied Numerical Mathematics

Volumn 43, Issue 1-2, 2002, Pages 91-107

  Forsgren, Anders ^a  

^a ROYAL INSTITUTE OF TECHNOLOGY   (Sweden)

Author keywords

Inertia control; Optimization; Sparse matrix factorization; Symmetric indefinite factorization

Indexed keywords

ALGORITHMS; ITERATIVE METHODS; LINEAR EQUATIONS; PROBLEM SOLVING; QUADRATIC PROGRAMMING;

SMOOTH OPTIMIZATION PROBLEMS;

OPTIMIZATION;

EID: 0036776589     PISSN: 01689274     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0168-9274(02)00119-8     Document Type: Conference Paper

References (23)

1. Direct methods for solving symmetric indefinite systems of linear equations
2. Factorizing symmetric indefinite matrices
3. Some stable methods for calculating inertia and solving symmetric linear systems
4. Direct solution of sets of linear equations whose matrix is sparse, symmetric and indefinite
5. The multifrontal solution of indefinite sparse symmetric linear equations
6. The factorization of sparse symmetric indefinite matrices
7. On practical conditions for the existence and uniqueness of solutions to the general equality quadratic programming problem
8. Interior methods for constrained optimization
9. Primal-dual interior methods for nonconvex nonlinear programming
10. Stability of symmetric ill-conditioned systems arising in interior methods for constrained optimization
11. Ill-conditioning and computational error in interior methods for nonlinear programming
12. On the accurate determination of search directions for simple differentiable penalty functions
13. Newton methods for large-scale linear equality-constrained minimization
14. On modified factorizations for large-scale linearly-constrained optimization
15. Symmetric quasi-definite matrices
16. On the stability of the Cholesky factorization for symmetric quasi-definite systems
17. CUTE: Constrained and unconstrained testing environment