A study of preconditioners for network interior point methods

DOI10.1023/A:1021882330897MaRDI QIDQ1868386zbMATH OpenOpenAlexFDO

Authors Luis F. Portugal, Mauricio G. C. Resende, Geraldo Veiga, Joaquim J. Júdice, João M. Patricio

Publication date 27 April 2003

Published in Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1021882330897, http://hdl.handle.net/10316/7745

zbMATH Keywords

conjugate gradientexperimental testing of algorithmsinterior point methodlinear programmingnetwork flowspreconditioners

Mathematics Subject Classification ID

Deterministic network models in operations research (90B10) Interior-point methods (90C51)

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Cited in

(14)

• Block preconditioners for linear systems in interior point methods for convex constrained optimization
• Implementation of interior-point methods for LP based on Krylov subspace iterative solvers with inner-iteration preconditioning
• Prim-based support-graph preconditioners for min-cost flow problems
• scientific article; zbMATH DE number 992799 (Why is no real title available?)
• Mathematical Programming and Electrical Network Analysis II: Computational Linear Algebra through Network analysis
• Interior point methods 25 years later
• An annotated bibliography of network interior point methods
• An affine scaling method for solving network flow problems
• New Preconditioners for KKT Systems of Network Flow Problems
• Uniform Boundedness of a Preconditioned Normal Matrix Used in Interior-Point Methods
• On geometrical properties of preconditioners in IPMs for classes of block-angular problems
• Experiments with a hybrid interior point/combinatorial approach for network flow problems
• Interior point methods in the year 2025
• A stable primal-dual approach for linear programming under nondegeneracy assumptions

Describes a project that uses

Uses Software

• PDNET
• DIMACS

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