We discuss alternative formulations of KKT systems in Interior Point methods and the use of diagonally ill-conditioned systems. The accuracy of the Interior Point steps computed via iterative solvers is analyzed considering also the application of preconditioners.
On conditioning of KKT systems in inexact interior point methods / Morini, Benedetta. - In: AIP CONFERENCE PROCEEDINGS. - ISSN 0094-243X. - ELETTRONICO. - 2116:(2019), pp. 1-4. (Intervento presentato al convegno INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS (ICNAAM 2018) tenutosi a Rodi nel 13-18 Settembre) [10.1063/1.5113981].
On conditioning of KKT systems in inexact interior point methods
Morini, Benedetta
2019
Abstract
We discuss alternative formulations of KKT systems in Interior Point methods and the use of diagonally ill-conditioned systems. The accuracy of the Interior Point steps computed via iterative solvers is analyzed considering also the application of preconditioners.
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