The Use of Preconditioned Iterative Linear Solvers in Interior-Point Methods and Related Topics
Over the last 25 years, interior-point methods (IPMs) have emerged as a viable class of algorithms for solving various forms of conic optimization problems. Most IPMs use a modified Newton method to determine the search direction at each iteration. The system of equations corresponding to the modi...
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| Format: | Others |
| Language: | en_US |
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Georgia Institute of Technology
2006
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| Online Access: | http://hdl.handle.net/1853/11647 |