BFGS-like updates of constraint preconditioners for sequences of KKT linear systems in quadratic programming.
Luca BergamaschiValentina De SimoneDaniela di SerafinoÁngeles MartínezPublished in: Numer. Linear Algebra Appl. (2018)
Keyphrases
- linear systems
- quadratic programming
- karush kuhn tucker
- linear programming
- sufficient conditions
- dynamical systems
- interior point methods
- coefficient matrix
- linear equations
- optimality conditions
- convergence rate
- ls svm
- sparse linear systems
- equality constraints
- linear constraints
- support vector machine
- machine learning
- special case
- evolutionary algorithm
- training data
- neural network