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math.OC2020
An optimization derivation of the method of conjugate gradients
David Ek, Anders Forsgren
We give a derivation of the method of conjugate gradients based on the requirement that each iterate minimizes a strictly convex quadratic on the space spanned by the previously ob…
math.OC2020
A structured modified Newton approach for solving systems of nonlinear equations arising in interior-point methods for quadratic programming
David Ek, Anders Forsgren
The focus in this work is on interior-point methods for inequality-constrained quadratic programs, and particularly on the system of nonlinear equations to be solved for each value…
math.OC2020
Approximate solution of system of equations arising in interior-point methods for bound-constrained optimization
David Ek, Anders Forsgren
The focus in this paper is interior-point methods for bound-constrained nonlinear optimization, where the system of nonlinear equations that arise are solved with Newton's method.…