An approximate IPTR framework for linearly constrained optimization uses low-rank projector updates to cut per-iteration cost while preserving feasibility and convergence guarantees, with experiments showing 2.48x speedup.
Biegler,Line search filter methods for nonlinear programming: Mo- tivation and global convergence, SIAM Journal on Optimization16(2005), no
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Scalable First-Order Interior Point Trust Region Algorithms for Linearly Constrained Optimization
An approximate IPTR framework for linearly constrained optimization uses low-rank projector updates to cut per-iteration cost while preserving feasibility and convergence guarantees, with experiments showing 2.48x speedup.