General-purpose preconditioning for regularized interior point methods.
Jacek GondzioSpyridon PougkakiotisJohn W. PearsonPublished in: Comput. Optim. Appl. (2022)
Keyphrases
- interior point methods
- general purpose
- primal dual
- total least squares
- linear programming
- norm minimization
- convex optimization
- linear program
- semidefinite programming
- convex programming
- interior point
- approximation algorithms
- linear systems
- convergence rate
- cutting plane method
- quadratic programming
- semidefinite
- quadratically constrained quadratic
- objective function
- solving problems
- computationally intensive
- least squares
- total variation
- optimal solution