Adaptive use of iterative methods in predictor-corrector interior point methods for linear programming (Q5934414)
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scientific article; zbMATH DE number 1606728
Language | Label | Description | Also known as |
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English | Adaptive use of iterative methods in predictor-corrector interior point methods for linear programming |
scientific article; zbMATH DE number 1606728 |
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Adaptive use of iterative methods in predictor-corrector interior point methods for linear programming (English)
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19 June 2001
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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.
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interior point methods
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linear programming
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iterative methods for linear systems
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adaptive algorithms
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self-timing algorithms
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preconditioner
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numerical results
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