Preconditioning indefinite systems in interior point methods for large scale linear optimisation
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Publication:3514841
DOI10.1080/10556780701535910zbMATH Open1162.90510OpenAlexW1996982555MaRDI QIDQ3514841FDOQ3514841
Authors: G. Al-Jeiroudi, Jacek Gondzio, Julian Hall 
Publication date: 23 July 2008
Published in: Optimization Methods \& Software (Search for Journal in Brave)
Full work available at URL: https://www.pure.ed.ac.uk/ws/files/10694322/Preconditioning_indefinite_systems_in_interior_point_methods_for_large_scale_linear_optimisation.pdf
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Cites Work
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- HOPDM (version 2. 12) -- a fast LP solver based on a primal-dual interior point method
- Adaptive use of iterative methods in predictor-corrector interior point methods for linear programming
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- Hyper-sparsity in the revised simplex method and how to exploit it
- Pivoting for Size and Sparsity in Linear Programming Inversion Routes
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- Solution of large‐scale weighted least‐squares problems
Cited In (24)
- An Asymptotically Superlinearly Convergent Semismooth Newton Augmented Lagrangian Method for Linear Programming
- Implementation of interior-point methods for LP based on Krylov subspace iterative solvers with inner-iteration preconditioning
- Using groups in the splitting preconditioner computation for interior point methods
- Switching preconditioners using a hybrid approach for linear systems arising from interior point methods for linear programming
- Interior point methods 25 years later
- Sparsity preserving preconditioners for linear systems in interior-point methods
- Improving an interior-point approach for large block-angular problems by hybrid preconditioners
- Implementation of an interior point method with basis preconditioning
- Recycling basic columns of the splitting preconditioner in interior point methods
- Convergence analysis of the inexact infeasible interior-point method for linear optimization
- Improving the preconditioning of linear systems from interior point methods
- Incomplete orthogonalization preconditioners for solving large and dense linear systems which arise from semidefinite programming
- Title not available (Why is that?)
- Efficiently preconditioned inexact Newton methods for large symmetric eigenvalue problems
- Calmness of partially perturbed linear systems with an application to the central path
- Efficient Preconditioners for Interior Point Methods via a New Schur Complement-Based Strategy
- Title not available (Why is that?)
- New Preconditioners for KKT Systems of Network Flow Problems
- Calmness of linear constraint systems under structured perturbations with an application to the path-following scheme
- Inexact constraint preconditioners for linear systems arising in interior point methods
- Preconditioning and iterative solution of symmetric indefinite linear systems arising from interior point methods for linear programming
- Iterative Solution of Augmented Systems Arising in Interior Methods
- A new class of preconditioners for large-scale linear systems from interior point methods for linear programming
- Null-space preconditioners for saddle point systems
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