Efficient Preconditioners for Interior Point Methods via a New Schur Complement-Based Strategy.
Samah KarimEdgar SolomonikPublished in: SIAM J. Matrix Anal. Appl. (2022)
Keyphrases
- interior point methods
- convex optimization
- convex programming
- linear program
- linear programming
- interior point
- computationally intensive
- primal dual
- quadratic programming
- linear systems
- solving problems
- semidefinite programming
- linear programming problems
- feature selection
- low rank
- dynamical systems
- image restoration
- quadratically constrained quadratic
- preconditioned conjugate gradient method