Application of a class of preconditioners to large scale linear programming problems

DOI10.1007/3-540-48311-X_146MaRDI QIDQ4945783zbMATH OpenFDO

Authors Venansius Baryamureeba, Trond Steihaug, Yin Zhang

Publication date 7 June 2000

Published in Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/3-540-48311-X_146

zbMATH Keywords

Cholesky factorizationconjugate gradient methodlinear programmingnumerical resultsparallel processingpreconditionersprimal-dual infeasible interior point algorithmsweighted linear least squares

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Interior-point methods (90C51)

Recommendations

• A new class of preconditioners for large-scale linear systems from interior point methods for linear programming
• A note on hybrid preconditioners for large-scale normal equations arising from interior-point methods
• Interior dual proximal point algorithm using preconditioned conjugate gradient †
• Using a hybrid preconditioner for solving large-scale linear systems arising from interior point methods
• Preconditioning indefinite systems in interior point methods for large scale linear optimisation

Cited in

(18)

• The preconditioned variational methods for solving large linear systems
• Incomplete orthogonalization preconditioners for solving large and dense linear systems which arise from semidefinite programming
• Preconditioned ADMM for a class of bilinear programming problems
• A new class of preconditioners for large-scale linear systems from interior point methods for linear programming
• Preconditioning techniques for large linear systems: A survey
• The convergence of an interior-point method using modified search directions in final iterations
• New preconditioners applied to linear programming and the compressive sensing problems
• On the update of constraint preconditioners for regularized KKT systems
• On solving large-scale weighted least squares problems
• Updating constraint preconditioners for KKT systems in quadratic programming via low-rank corrections
• On A Class of Limited Memory Preconditioners For Large Scale Linear Systems With Multiple Right-Hand Sides
• Preconditioning indefinite systems in interior point methods for large scale linear optimisation
• A note on hybrid preconditioners for large-scale normal equations arising from interior-point methods
• Final iterations in interior point methods – preconditioned conjugate gradients and modified search directions
• A review of termination rules of an inexact primal-dual interior point method for linear programming problems
• AMG Preconditioners for Linear Solvers towards Extreme Scale
• Solution of large‐scale weighted least‐squares problems
• A preconditioned conjugate gradient approach to linear equality constrained minimization

This page was built for publication: Application of a class of preconditioners to large scale linear programming problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4945783)