A Flexible Iterative Solver for Nonconvex, Equality-Constrained Quadratic Subproblems

We present an iterative primal-dual solver for nonconvex equality-constrained quadratic optimization subproblems. The solver constructs the primal and dual trial steps from the subspace generated by the generalized Arnoldi procedure used in flexible GMRES (FGMRES). This permits the use of a wide range of preconditioners for the primal-dual system. In contrast with FGMRES, the proposed … Read more