A note on hybrid preconditioners for large-scale normal equations arising from interior-point methods

DOI10.1080/10556780902992829zbMath1190.65055MaRDI QIDQ3562405

Aurelio Ribeiro Leite Oliveira, F. F. Campos, M. I. Velazco

Publication date: 21 May 2010

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556780902992829

zbMATH Keywords

linear programming; numerical examples; conjugate gradient method; iterative methods; interior-point methods; preconditioners; LU factorization; incomplete Cholesky factorization

Mathematics Subject Classification ID

65F50: Computational methods for sparse matrices

65K05: Numerical mathematical programming methods

90C05: Linear programming

90C51: Interior-point methods

65F10: Iterative numerical methods for linear systems

65F08: Preconditioners for iterative methods

Uses Software

• QAPLIB
• PCx
• PDNET