Limited-memory LDL⊤ factorization of symmetric quasi-definite matrices with application to constrained optimization

Published 2014 View Full Article

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Title
Limited-memory LDL⊤ factorization of symmetric quasi-definite matrices with application to constrained optimization
Authors
Keywords
Preconditioning, Symmetric quasi definite, Incomplete factorization, Limited-memory factorization, Interior-point methods, 15A06, 15A23, 15B57, 90C06, 90C20, 65F08, 65F10, 65F22, 65F50
Journal
NUMERICAL ALGORITHMS
Volume 70, Issue 1, Pages 9-41
Publisher
Springer Nature
Online
2014-11-05
DOI
10.1007/s11075-014-9933-x
References
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