Computational experiments with ABS algorithms for KKT linear systems

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9 M ay 2 00 1 COMPUTATIONAL EXPERIMENTS WITH ABS ALGORITHMS FOR KKT LINEAR SYSTEMS

(A) Let x1 ∈ R n be arbitrary and H1 ∈ R n,n be nonsingular arbitrary. Set i = 1. (B) Compute the residual ri = Axi − b. If ri = 0, then stop, xi solves the problem. Otherwise compute si = HiA T vi, where vi ∈ R n is arbitrary, save that v1, . . . , vi are linearly independent. If si 6= 0, then go to (C). If si = 0 and r T i vi = 0, then set xi+1 = xi, Hi+1 = Hi and go to (F). If si = 0 and r T...

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ژورنال

عنوان ژورنال: Optimization Methods and Software

سال: 2001

ISSN: 1055-6788,1029-4937

DOI: 10.1080/10556780108805830