Uniform Boundedness of a Preconditioned Normal Matrix Used in Interior-Point Methods

DOI10.1137/S1052623403426398zbMath1075.65085OpenAlexW1965256189MaRDI QIDQ4651996

J. O'Neal, Renato D. C. Monteiro, Takashi Tsuchiya

Publication date: 23 February 2005

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1052623403426398

zbMATH Keywords

linear programmingpreconditioningcondition numberiterative methodsinterior-point methodsnormal matrixnetwork flow problemspolynomial boundconnected directed graphnode-arc incidence matrix

Mathematics Subject Classification ID

Programming involving graphs or networks (90C35) Numerical mathematical programming methods (65K05) Linear programming (90C05) Interior-point methods (90C51) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items (7)

Improving the preconditioning of linear systems from interior point methods ⋮ Computational evaluation of multi-iterative approaches for solving graph-structured large linear systems ⋮ Recycling basic columns of the splitting preconditioner in interior point methods ⋮ Using groups in the splitting preconditioner computation for interior point methods ⋮ Sparsity preserving preconditioners for linear systems in interior-point methods ⋮ Accelerated multigrid for graph Laplacian operators ⋮ Implementation of interior-point methods for LP based on Krylov subspace iterative solvers with inner-iteration preconditioning

This page was built for publication: Uniform Boundedness of a Preconditioned Normal Matrix Used in Interior-Point Methods