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Systems of linear equations with " normal " matrices of the form AD 2 A T is a key ingredient in the computation of search directions for interior-point algorithms. In this article, we establish that a well-known basis preconditioner for such systems of linear equations produces scaled matrices with uniformly bounded condition numbers as D varies over the(More)
In this paper we develop a long-step primal-dual infeasible path-following algorithm for convex quadratic programming (CQP) whose search directions are computed by means of a preconditioned iterative linear solver. We propose a new linear system, which we refer to as the augmented normal equation (ANE), to determine the primal-dual search directions. Since(More)
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