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2019•AIP conference proceedingsRequires access

On conditioning of KKT systems in inexact interior point methods

Benedetta Morini

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Abstract

We discuss alternative formulations of KKT systems in Interior Point methods and the use of diagonally ill-conditioned systems. The accuracy of the Interior Point steps computed via iterative solvers is analyzed considering also the application of preconditioners.

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What this paper is about

We discuss alternative formulations of KKT systems in Interior Point methods and the use of diagonally ill-conditioned systems. The accuracy of the Interior Point steps computed via iterative solvers is analyzed considering also the application of preconditioners.

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Available abstract

We discuss alternative formulations of KKT systems in Interior Point methods and the use of diagonally ill-conditioned systems. The accuracy of the Interior Point steps computed via iterative solvers is analyzed considering also the application of preconditioners.

Key concepts: Karush–Kuhn–Tucker conditions, Interior point method, Diagonal, Point (geometry), Computer science, Mathematical optimization, Iterative method, Linear system

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