A new preconditioning approach for an interior point-proximal method of multipliers for linear and convex quadratic programming

Keyphrases

• Linear Systems 100%
• Quadratic Programming 100%
• Interior Point 100%
• Proximal Method of multipliers 100%
• Linear Quadratic Programming 100%
• Convex Quadratic Programming 100%
• Preconditioning Strategy 100%
• Numerical Results 50%
• Numerical Solution 50%
• Large Dimension 50%
• Primal-dual 50%
• Time Constraints 50%
• Memory Time 50%
• CPU Time 50%
• Linear Case 50%
• Interior Point Method 50%
• Infeasible Interior-point Method 50%
• Block Diagonal Preconditioner 50%
• Ill-conditioned Linear Systems 50%
• Normal Equations 50%
• Factorization Method 50%
• MINRES 50%
• Sparsification 50%
• Linear Programming Problem 50%

Mathematics

• Linear System 100%
• Quadratic Programming 100%
• Interior Point 100%
• Programming Problem 66%
• Matrix (Mathematics) 33%
• Numerical Solution 33%
• Test Problem 33%
• Linear Programming 33%
• Diagonal 33%
• Normal Equation 33%
• Linear Case 33%
• Factorization Method 33%