On conditioning of KKT systems in inexact interior point methods

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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Bibliographic Details
Main Author: Morini, Benedetta
Format: Conference Proceeding
Language:English
Subjects:
Conditioning
Formulations
Iterative methods
Queuing theory
Solvers
Online Access:Get full text
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Description
Summary: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.
ISSN:0094-243X
1551-7616
DOI:10.1063/1.5113981