Improving the preconditioning of linear systems from interior point methods

Direct Methods for Solving Symmetric Indefinite Systems of Linear Equations

James R. Bunch, Beresford Ν. Parlett · SIAM Journal on Numerical Analysis · 1971 · 431 citations

Natural Sciences, Computer Science, Mathematics +14

Interior point methods 25 years later

Jacek Gondzio · European Journal of Operational Research · 2011 · 383 citations · Full text

Natural Sciences, Mathematics, Geometry +2

Constraint Preconditioning for Indefinite Linear Systems

Carsten Keller, Nicholas I. M. Gould, Andrew J. Wathen · SIAM Journal on Matrix Analysis and Applications · 2000 · 330 citations · Full text

Natural Sciences, Computer Science, Computational Mechanics +16

Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization

Anna Altman, Jacek Gondzio · Optimization methods & software · 1999 · 190 citations

Natural Sciences, Computer Science, Algorithms +16

FORTRAN codes for estimating the one-norm of a real or complex matrix, with applications to condition estimation

Nicholas J. Higham · ACM Transactions on Mathematical Software · 1988 · 168 citations · Full text

Computing, Computer Engineering, Computer Science +9