descriptionPublicationkeyboard_double_arrow_right Article 18 May 2007 English Publisher:Springer Science and Business Media LLCJournal:Computational Optimization and Applications, volume 38, pages 3-25 (issn: 0926-6003, eissn: 1573-2894,

Authors: BONETTINI, Silvia; RUGGIERO, Valeria;

doi: 10.1007/s10589-007-9039-7

handle: 11380/1148159 , 11392/499085

Some iterative methods for the solution of a symmetric indefinite KKT system

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Abstract

This paper is concerned with the numerical solution of a Karush---Kuhn---Tucker system. Such symmetric indefinite system arises when we solve a nonlinear programming problem by an Interior-Point (IP) approach. In this framework, we discuss the effectiveness of two inner iterative solvers: the method of multipliers and the preconditioned conjugate gradient method. We discuss the implementation details of these algorithms in an IP scheme and we report the results of a numerical comparison on a set of large scale test-problems arising from the discretization of elliptic control problems.

Related Organizations

University of Ferrara
Italy
University of Modena and Reggio Emilia
Italy

Keywords

Indefinite symmetric KKT system; large scale nonlinear programming problems; Interior Point method; Hestenes' multipliers method; preconditioned conjugate gradient method; elliptic control problems., Indefinite symmetric KKT system, Large scale nonlinear programming problems, Interior-point method, Hestenes’ multipliers method, Preconditioned conjugate gradient method, Elliptic control problems

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