Preconditioning Indefinite Systems in Interior Point Methods for Optimization.

Luca Bergamaschi Jacek Gondzio Giovanni Zilli

Published in: Comput. Optim. Appl. (2004)

Keyphrases

interior point methods
linear program
convex programming
convex optimization
primal dual
linear systems
control system
dynamic programming
optimization problems
model selection
high dimensional data
cross validation