On the Solution of Indefinite Systems Arising in Nonlinear Optimization

Autores/as

  • Silvia Bonettini
  • Federica Tinti
  • Valeria Ruggiero

DOI:

https://doi.org/10.1685/

Resumen

This work is concerned with the solution of a class of symmetric indefinite linear systems of equations, typically arising in nonlinear optimization: indeed, the solution of such system is crucial for determining the search direction of many Interior--Point methods. Our approach is based on the preconditioned conjugate gradient method with the choice of a quasidefinite preconditioner and of a suitable Cholesky--like factorization subroutine. We show a numerical comparison of the performances of the preconditioned conjugate gradient method applied to different formulations of the linear system. [DOI: 10.1685 / CSC06025] About DOI

Descargas

Publicado

2007-10-01

Número

Vol. 1 (2006)

Sección

Articles

Licencia

Authors who submit to this journal agree to the following terms: a) Authors retain copyright over their work, while allowing the SIMAI to place this accepted work under a Creative Commons Attribution License (CC license), which allows others to freely access, use, and share the work, with an acknowledgement of the work's authorship. b) Authors are able to waive the terms of the CC license and enter into separate, additional contractual arrangements for the non-exclusive distribution and subsequent publication of this work (e.g., publish a revised version in a journal, post it to an institutional repository or publish it in a book). with an acknowledgement of its initial publication on “Communications to SIMAI Congress”. c) In addition, authors are encouraged to post and share their work online (e.g., in institutional repositories or on their website).