Seminario: “On unreduced KKT systems arising from Interior Point methods”

Venerdì 14 Ottobre 2016, ore 12:00 - Aula 1AB45 - Valeria Simoncini


Venerdì 14 Ottobre 2016 alle ore 12:00 in Aula 1AB45, Valeria Simoncini (Dipartimento di Matematica - Università di Bologna) terrà un seminario dal titolo “On unreduced KKT systems arising from Interior Point methods”.

The focus of this talk is on the linear systems arising from the application of Primal-Dual Interior Point methods to convex quadratic programming problems in standard form. The block structure of the matrices allows for formulations differing in their
dimensions and spectral properties. We consider the unreduced 3x3 block linear systems and their symmetric and unsymmetric formulations, and provide new spectral bounds. Then we present a theoretical and experimental analysis of the iterative solution of unreduced systems in the preconditioned regime.

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