Abstract 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 CG MINRES. consider “sparsifications" which avoid situations in eigenvalues of the preconditioned matrix may become complex. Special attention is given to systems ...

An infeasible interior-point algorithm for solving the$P_*$-matrix linear complementarity problem based on a kernelfunction with trigonometric barrier term is analyzed. Each (main)iteration of the algorithm consists of a feasibility step andseveral centrality steps, whose feasibility step is induced by atrigonometric kernel function. The complexity result coincides withthe best result for infea...

An infeasible interior-point algorithm for mixed symmetric cone linear complementarity problems is proposed. Using the machinery of Euclidean Jordan algebras and Nesterov-Todd search direction, the convergence analysis of the algorithm is shown and proved. Moreover, we obtain a polynomial time complexity bound which matches the currently best known iteration bound for infeasible interior-point ...

We propose a unified framework for the update of the barrier parameter in interior-point methods for nonlinear programming. The original primal-dual system is augmented to incorporate explicitly an updating function. We analyze local convergence properties and recover known updating strategies as special cases. We report numerical experiments on nonlinear problems and compare our results to a s...