Quadratic regularizations in an interior-point method for primal block-angular problems

One of the most efficient interior-point methods for some classes of primal block-angular problems solves the normal equations by a combination of Cholesky factorizations and preconditioned conjugate gradient for, respectively, the block and linking constraints. Its efficiency depends on the spectra...

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Bibliographic Details
Published in:	Mathematical programming Vol. 130; no. 2; pp. 415 - 445
Main Authors:	Castro, Jordi, Cuesta, Jordi
Format:	Journal Article Publication
Language:	English
Published:	Berlin/Heidelberg Springer-Verlag 01.12.2011 Springer Springer Nature B.V
Subjects:	90 Operations research, mathematical programming 90C Mathematical programming Algorithms Applied sciences Blocking Calculus of Variations and Optimal Control; Optimization Classificació AMS Combinatorics Computing time Conjugate gradients Exact sciences and technology Flows in networks. Combinatorial problems Full Length Paper Investigació operativa Linear programming Matemàtiques i estadística Mathematical analysis Mathematical and Computational Physics Mathematical Methods in Physics Mathematical models Mathematical programming Mathematics Mathematics and Statistics Mathematics of Computing Methods Network management systems Numerical Analysis Operational research and scientific management Operational research. Management science Operations research Optimització Programació (Matemàtica) Programming (Mathematics) Regularization Spectra Studies Theoretical Àrees temàtiques de la UPC Preconditioned conjugate gradient Large-scale computational optimization 90C51 Multicommodity network flows 90C06 Interior-point methods Primal block-angular problems Regularizations 90C08 Barrier function Spectral radius Perron value Matrix factorization Modeling Convex programming Multicommodity flow problem Cholesky method Cholesky factorization Conjugate gradient method Network flow Interior point method Constrained optimization Large scale Preconditioning Regularization
ISSN:	0025-5610, 1436-4646
Online Access:	Get full text
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