On the Use of Constraint Preconditioners in Potential Reduction Methods

Sonia Cafieri, Marco D'Apuzzo, Valentina De Simone, Daniela Di Serafino, Gerardo Toraldo


Preconditioned iterative methods provide an effective alternative to direct methods
for the solution of the KKT linear systems arising in Interior Point algorithms,
especially when large-scale problems are considered. We analyze the behaviour
of a Constraint Preconditioner coupled with Krylov solvers, in a Potential Reduction
(PR) framework. We present also adaptive stopping criteria for the inner iterations
that relate the accuracy in the solution of the KKT system to the quality of the current
PR iterate, to increase the overall computational efficiency. Numerical experiments
on a set of large-scale problems show the effectiveness of this approach.

[DOI: 10.1685 / CSC06031] About DOI

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DOI: https://doi.org/10.1685/

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