On the Solution of Indefinite Systems Arising in Nonlinear Optimization

Auteurs-es

  • Silvia Bonettini
  • Federica Tinti
  • Valeria Ruggiero

DOI :

https://doi.org/10.1685/

Résumé

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

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Publié

2007-10-01

Numéro

Vol. 1 (2006)

Rubrique

Articles

Licence

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