The solution of KKT systems is ubiquitous in optimization methods and often dominates the computation time, especially when large-scale problems are considered. Thus, the effective implementation of such methods is highly dependent on the availability of effective linear algebra algorithms and software, that are able, in turn, to take into account specific needs of optimization. In this paper we discuss the mutual impact of linear algebra and optimization, focusing on interior point methods and on the iterative solution of the KKT system. Three critical issues are addressed: preconditioning, termination control for the inner iterations, and inertia control.

Iterative solvers appear to be very promising in the development of efficient software, based on Interior Point methods, for large-scale nonlinear optimization problems. In this paper we focus on the use of preconditioned iterative techniques to solve the KKT system arising at each iteration of a Potential Reduction method for convex Quadratic Programming. We consider the augmented system approach and analyze the behaviour of the Constraint Preconditioner with the Conjugate Gradient algorithm. Comparisons with a direct solution of the augmented system and with MOSEK show the effectiveness of the iterative approach on large-scale sparse problems.

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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Summary. The prediction of protein native conformations is still a big challenge in science, although a strong research activity has been carried out on this topic in the last decades. In this chapter we focus on ab-initio computational methods for protein fold predictions that do not rely heavily on comparisons with known protein structures and hence appear to be the most promising methods for determining conformations not yet been observed experimentally. To identify main trends in the research concerning protein fold predictions, we briefly review several ab-initio methods, including a recent topological approach that models the protein conformation as a tube having maximum thickness without any self-contacts. This representation leads to a constrained global optimization problem. We introduce a modification in the tube model to increase the compactness of the computed conformations, and present results of computational experiments devoted to simulating α-helices and all-α proteins. A Metropolis Monte Carlo Simulated Annealing algorithm is used to search the protein conformational space.