Stopping criteria for inner iterations in inexact potential reduction methods: a computational study

Authors:
S. Cafieri;M. D'Apuzzo;V. Simone;D. Serafino
Affiliations:
Department of Mathematics, Second University of Naples, Caserta, Italy I-81100;Department of Mathematics, Second University of Naples, Caserta, Italy I-81100;Department of Mathematics, Second University of Naples, Caserta, Italy I-81100;Department of Mathematics, Second University of Naples, Caserta, Italy I-81100
Venue:
Computational Optimization and Applications
Year:
2007

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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.