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- Benedetta Morini, Valeria Simoncini, Mattia Tani
- Numerical Lin. Alg. with Applic.
- 2016

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)

- Margherita Porcelli, Valeria Simoncini, Mattia Tani
- SIAM J. Scientific Computing
- 2015

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)

- Giancarlo Sangalli, Mattia Tani
- SIAM J. Scientific Computing
- 2016

- Benedetta Morini, Valeria Simoncini, Mattia Tani
- Comp. Opt. and Appl.
- 2017

We address the iterative solution of KKT systems arising in the solution of convex quadratic programming problems. Two strictly related and well established formulations for such systems are studied with particular emphasis on the effect of preconditioning strategies on their relation. Constraint and augmented preconditioners are considered, and the choice… (More)

We address the iterative solution of symmetric KKT systems arising in the solution of convex quadratic programming problems. Two strictly related and well established formulations for such systems are studied with particular emphasis on the effect of preconditioning strategies on their relation. Constraint and augmented preconditioners are considered, and… (More)

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