Using groups in the splitting preconditioner computation for interior point methods

DOI10.1007/s10288-018-0370-xzbMath1462.90070OpenAlexW2784395183MaRDI QIDQ1728413

Luciana Casacio, Christiano Lyra, Aurelio Ribeiro Leite Oliveira

Publication date: 22 February 2019

Published in: 4OR (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10288-018-0370-x

zbMATH Keywords

linear programmingiterative methodsinterior point methodshybrid preconditionerssplitting preconditioner

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Interior-point methods (90C51)

Related Items (2)

Recycling basic columns of the splitting preconditioner in interior point methods ⋮ Switching preconditioners using a hybrid approach for linear systems arising from interior point methods for linear programming

Cites Work

• Interior point methods 25 years later
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• A new class of preconditioners for large-scale linear systems from interior point methods for linear programming
• A new approach for finding a basis for the splitting preconditioner for linear systems from interior point methods
• Inexact constraint preconditioners for linear systems arising in interior point methods
• Using constraint preconditioners with regularized saddle-point problems
• Preconditioning and iterative solution of symmetric indefinite linear systems arising from interior point methods for linear programming
• 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
• A note on hybrid preconditioners for large-scale normal equations arising from interior-point methods
• Implementations of Affine Scaling Methods: Approximate Solutions of Systems of Linear Equations Using Preconditioned Conjugate Gradient Methods
• An improved incomplete Cholesky factorization
• PCx: an interior-point code for linear programming
• Uniform Boundedness of a Preconditioned Normal Matrix Used in Interior-Point Methods
• Direct Methods for Solving Symmetric Indefinite Systems of Linear Equations

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