A new class of preconditioners for large-scale linear systems from interior point methods for linear programming (Q1765884)
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| Language | Label | Description | Also known as |
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| English | A new class of preconditioners for large-scale linear systems from interior point methods for linear programming |
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A new class of preconditioners for large-scale linear systems from interior point methods for linear programming (English)
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23 February 2005
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The authors offer a class of preconditioners for the augmented linear systems arising from the primal-dual interior point methods. It is claimed that the proposed preconditioners are suitable for problems where the Cholesky factorization has a large amount of nonzeros, even the original normal system is sparse.
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linear programming
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interior point methods
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preconditioning
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Augmented linear system
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Cholesky factorization
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