Iterative solution of augmented systems arising in interior methods

SIAM Journal on Optimization

Volumn 18, Issue 2, 2007, Pages 666-690

  Forsgren, Anders ^a   Gill, Philip E ^b   Griffin, Joshua D ^c  

^a ROYAL INSTITUTE OF TECHNOLOGY   (Sweden)

^b UNIVERSITY OF CALIFORNIA   (United States)

^c SANDIA NATIONAL LABORATORIES   (United States)

Author keywords

Augmented systems; Conjugate gradient method; Constraint preconditioning; Interior methods; Iterative methods; KKT systems; Large scale nonlinear programming; Nonconvex optimization

Indexed keywords

(001) PARAMETER; (PL) PROPERTIES; APPLIED (CO); APPLIED MATHEMATICS; AUGMENTED SYSTEMS; CONJUGATE GRADIENT METHOD (CGM); EQUIVALENT LINEAR; GENERAL (CO); ILL-CONDITIONING; INTERIOR METHODS; ITERATIVE LINEAR SOLVER; ITERATIVE SOLUTIONS; KKT SYSTEMS; NEWTON'S METHODS; NON-LINEAR OPTIMIZATIONS; NUMERICAL EXPERIMENTS; NUMERICAL PERFORMANCE; OPTIMALITY CONDITIONS; POSITIVE DEFINITE; PRECONDITIONER; PRECONDITIONERS; PROPERTY (S);

AEROSPACE APPLICATIONS; COMPUTATIONAL GEOMETRY; COMPUTER NETWORKS; CONJUGATE GRADIENT METHOD; EIGENVALUES AND EIGENFUNCTIONS; ERROR ANALYSIS; FISH; GRADIENT METHODS; INTEGER PROGRAMMING; LINEAR EQUATIONS; MATHEMATICAL MORPHOLOGY; MATRIX ALGEBRA; NEWTON-RAPHSON METHOD; NONLINEAR EQUATIONS; NONLINEAR PROGRAMMING; NUMERICAL ANALYSIS; NUMERICAL METHODS; OPTIMIZATION; SET THEORY; STANDARDS; VARIATIONAL TECHNIQUES;

ITERATIVE METHODS;

EID: 44649161910     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/060650210     Document Type: Article

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