Approximate one-time preconditioning in face for MPGP algorithms yields error bounds, a sharp condition-number estimate, and large observed speedups on quadratic programs with constraints.
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Accelerating MPGP-type Methods Through Preconditioning
Approximate one-time preconditioning in face for MPGP algorithms yields error bounds, a sharp condition-number estimate, and large observed speedups on quadratic programs with constraints.