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| Title: | ON THE USE OF AN APPROXIMATE CONSTRAINT PRECONDITIONER IN A POTENTIAL REDUCTION ALGORITHM FOR QUADRATIC PROGRAMMING | |
| DOI No: | 10.1142/9789812709394_0020 | |
| Source: | APPLIED AND INDUSTRIAL MATHEMATICS IN ITALY II (pp 220-230) | |
| Author(s): | S. CAFIERI
Department of Mathematics, Second University of Naples, 81100 Caserta, Italy M. D'APUZZO Department of Mathematics, Second University of Naples, 81100 Caserta, Italy V. DE SIMONE Department of Mathematics, Second University of Naples, 81100 Caserta, Italy D. DI SERAFINO Department of Mathematics, Second University of Naples, 81100 Caserta, Italy |
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| Abstract: | We focus on the reuse of Constraint Preconditioners in the iterative solution of the augmented systems arising in Interior Point methods. We analyze different strategies for choosing the outer iterations in which the preconditioner is recomputed, in the context of a Potential Reduction algorithm for convex Quadratic Programming. The performance of these strategies is illustrated through a set of numerical experiments. | |
| Keywords: | Approximate Constraint Preconditioner; Potential Reduction Method; Quadratic Programming |
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| Full Text: | View full text in PDF format (470KB) | |
| TOC: | Back to Table of Contents | |
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