111 citations · 327 across the 17 of their papers we have counts for
3 papers · 2 filters
A Hybrid Direct-Iterative Method for Solving KKT Linear Systems
Shaked Regev, Nai-Yuan Chiang, Eric Darve +4
We propose a solution strategy for linear systems arising in interior method optimization, which is suitable for implementation on hardware accelerators such as graphical processin…
A Julia implementation of Algorithm NCL for constrained optimization
Ding Ma, Dominique Orban, Michael A. Saunders
Algorithm NCL is designed for general smooth optimization problems where first and second derivatives are available, including problems whose constraints may not be linearly indepe…
Large-scale Optimization with Linear Equality Constraints using Reduced Compact Representation
Johannes J. Brust, Roummel F. Marcia, Cosmin G. Petra +1
For optimization problems with linear equality constraints, we prove that the (1,1) block of the inverse KKT matrix remains unchanged when projected onto the nullspace of the const…