Dominique Orban

Interior-point methods for linear and convex quadratic programming require the solution of a sequence of symmetric indefinite linear systems to derive search directions. Safeguards are typically required to handle free variables or rank-deficient...

A preconditioned variant of the Golub-Kahan bidiagonalization process recently proposed by Arioli and Orban allows us to establish that SYMMLQ and MINRES applied to least-squares problems in symmetric saddle-point form perform redundant work and are...