Stopping criteria for inner iterations in inexact potential reduction methods: a computational study |
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Authors: | S Cafieri M D’Apuzzo V De Simone D di Serafino |
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Institution: | (1) Department of Mathematics, Second University of Naples, via Vivaldi 43, I-81100 Caserta, Italy |
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Abstract: | We focus on the use of adaptive stopping criteria in iterative methods for KKT systems that arise in Potential Reduction methods
for quadratic programming. The aim of these criteria is to relate the accuracy in the solution of the KKT system to the quality
of the current iterate, to get computational efficiency. We analyze a stopping criterion deriving from the convergence theory
of inexact Potential Reduction methods and investigate the possibility of relaxing it in order to reduce as much as possible
the overall computational cost. We also devise computational strategies to face a possible slowdown of convergence when an
insufficient accuracy is required. |
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Keywords: | Inexact potential reduction methods KKT systems Adaptive stopping criteria |
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