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math.OC2021
General-purpose preconditioning for regularized interior point methods
Jacek Gondzio, Spyridon Pougkakiotis, John W. Pearson
In this paper we present general-purpose preconditioners for regularized augmented systems arising from optimization problems, and their corresponding normal equations. We discuss…
math.OC2021
Sparse Approximations with Interior Point Methods
Valentina De Simone, Daniela di Serafino, Jacek Gondzio +2
Large-scale optimization problems that seek sparse solutions have become ubiquitous. They are routinely solved with various specialized first-order methods. Although such methods a…