A Preconditioner for Linear Systems Arising From Interior Point Optimization Methods (Q3525951)
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scientific article; zbMATH DE number 5346028
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| English | A Preconditioner for Linear Systems Arising From Interior Point Optimization Methods |
scientific article; zbMATH DE number 5346028 |
Statements
A Preconditioner for Linear Systems Arising From Interior Point Optimization Methods (English)
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23 September 2008
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block preconditioners
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saddle point systems
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primal-dual interior point methods
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augmentation
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linear pogramming
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quadratic programming
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ill-conditioned linear systems
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numerical experiments
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0.8532221913337708
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0.8428942561149597
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0.8314163088798523
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0.8277562856674194
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