We focus on the reuse of Constraint Preconditioners in the iterative solution of the augmented systems arising in Interior Point methods. We analyze different strategies for choosing the outer iterations in which the preconditioner is recomputed, in the context of a Potential Reduction algorithm for convex Quadratic Programming. The performance of these strategies is illustrated through a set of numerical experiments.
On the use of an approximate constraint preconditioner in a potential reduction algorithm for quadratic programming / Cafieri, S; D'Apuzzo, M; DE SIMONE, V; DI SERAFINO, D. - 75:(2007), pp. 220-230. (Intervento presentato al convegno SIMAI 2006 tenutosi a Baia Samuele (Ragusa) nel 22-26 maggio 2006).
On the use of an approximate constraint preconditioner in a potential reduction algorithm for quadratic programming
DI SERAFINO D
2007
Abstract
We focus on the reuse of Constraint Preconditioners in the iterative solution of the augmented systems arising in Interior Point methods. We analyze different strategies for choosing the outer iterations in which the preconditioner is recomputed, in the context of a Potential Reduction algorithm for convex Quadratic Programming. The performance of these strategies is illustrated through a set of numerical experiments.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
