Mattia Tani

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We consider symmetrized KKT systems arising in the solution of convex quadratic programming problems in standard form by Interior Point methods. Their coefficient matrices usually have 3×3 block structure and, under suitable conditions on both the quadratic programming problem and the solution, they are nonsingular in the limit. We present new spectral(More)
We address the problem of preconditioning a sequence of saddle point linear systems arising in the solution of PDE-constrained optimal control problems via active-set Newton methods, with control and (regularized) state constraints. We present two new preconditioners based on a full block matrix factorization of the Schur complement of the Jacobian(More)
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