Iterative Solution of Augmented Systems Arising in Interior Methods
نویسندگان
چکیده
منابع مشابه
Iterative Solution of Augmented Systems Arising in Interior Methods
Iterative methods are proposed for certain augmented systems of linear equations that arise in interior methods for general nonlinear optimization. Interior methods define a sequence of KKT equations that represent the symmetrized (but indefinite) equations associated with Newton’s method for a point satisfying the perturbed optimality conditions. These equations involve both the primal and dua...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2007
ISSN: 1052-6234,1095-7189
DOI: 10.1137/060650210