Quadratic regularizations in an interior-point method for primal block-angular problems
نویسندگان
چکیده
منابع مشابه
Quadratic regularizations in an interior-point method for primal block-angular problems
One of the most efficient interior-point methods for some classes of primal block-angular problems solves the normal equations by a combination of Cholesky factorizations and preconditioned conjugate gradient for, respectively, the block and linking constraints. Its efficiency depends on the spectral radius—in [0,1)— of a certain matrix in the definition of the preconditioner. Spectral radius c...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2010
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-010-0341-2