Adaptive use of iterative methods in predictor-corrector interior point methods for linear programming (Q5934414): Difference between revisions

The authors develop an adaptive algorithm that changes strategy over the course of the interior point methods for linear programming. It determines dynamically whether the preconditioner should be held constant, updated, or recomputed, and it switches to a direct method when it predicts that an iterative method will be to expensive. The authors present a fair explanation of a particular and important topic of linear programming problems. The paper is an impressively complete presentation of the topic. The authors present the material clearly and explain the points via many numerical results.