Preconditioning indefinite systems in interior point methods for large scale linear optimisation

DOI10.1080/10556780701535910zbMath1162.90510OpenAlexW1996982555MaRDI QIDQ3514841

Julian Hall, G. Al-Jeiroudi, Jacek Gondzio

Publication date: 23 July 2008

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://www.pure.ed.ac.uk/ws/files/10694322/Preconditioning_indefinite_systems_in_interior_point_methods_for_large_scale_linear_optimisation.pdf

zbMATH Keywords

linear programmingsparse matricesinterior-point methods

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Linear programming (90C05) Interior-point methods (90C51)

Related Items

Efficient Preconditioners for Interior Point Methods via a New Schur Complement-Based Strategy, Improving the preconditioning of linear systems from interior point methods, Efficiently preconditioned inexact Newton methods for large symmetric eigenvalue problems, Recycling basic columns of the splitting preconditioner in interior point methods, Interior point methods 25 years later, An Asymptotically Superlinearly Convergent Semismooth Newton Augmented Lagrangian Method for Linear Programming, Implementation of an interior point method with basis preconditioning, Using groups in the splitting preconditioner computation for interior point methods, Calmness of partially perturbed linear systems with an application to the central path, Sparsity preserving preconditioners for linear systems in interior-point methods, Null-Space Preconditioners for Saddle Point Systems, Convergence analysis of the inexact infeasible interior-point method for linear optimization, Calmness of linear constraint systems under structured perturbations with an application to the path-following scheme, Implementation of interior-point methods for LP based on Krylov subspace iterative solvers with inner-iteration preconditioning, Improving an interior-point approach for large block-angular problems by hybrid preconditioners

Uses Software

• KORBX
• HOPDM
• KELLEY

Cites Work

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