Numerical experience with iterative methods for equality constrained nonlinear programming problems

被引：0
|
作者：
Lukšan, Ladislav [1 ,2 ]
Vlček, Jan [1 ,2 ]
机构：
[1] Institute of Computer Science, Acad. of Sci. of the Czech Republic, Pod vodarenskou vez i 2, 182 07 Prague 8, Czech Republic
[2] Technical University of Liberec, Hálkova 6, 461 17 Liberec, Czech Republic
来源：
Optimization Methods and Software | 2002年 / 16卷 / 1-4期
关键词：
Algorithms - Constraint theory - Iterative methods - Mathematical transformations - Problem solving;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We show that indefinitely preconditioned symmetric Krylev-subspace methods are very efficient for solving linearized KKT systems arising in equality constrained optimization. We give a numerical comparison of various Krylov subspace methods in three different forms (original system, null-space transformation, range-space transformation). Furthermore, we give a survey of our previous results concerning indefinite preconditioners and merit functions and prove new propositions.
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页码：257 / 287
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