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

DOI10.1080/10556780902992829zbMath1190.65055OpenAlexW2079018274MaRDI QIDQ3562405

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

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

Computational methods for sparse matrices (65F50) Numerical mathematical programming methods (65K05) Linear programming (90C05) Interior-point methods (90C51) Iterative numerical methods for linear systems (65F10) Preconditioners for iterative methods (65F08)

Related Items (16)

A robust and efficient proposal for solving linear systems arising in interior-point methods for linear programming ⋮ Improving the preconditioning of linear systems from interior point methods ⋮ A new proposal to improve the early iterations in the interior point method ⋮ Efficiently preconditioned inexact Newton methods for large symmetric eigenvalue problems ⋮ A New Stopping Criterion for Krylov Solvers Applied in Interior Point Methods ⋮ Recycling basic columns of the splitting preconditioner in interior point methods ⋮ Hopfield neural networks in large-scale linear optimization problems ⋮ Switching preconditioners using a hybrid approach for linear systems arising from interior point methods for linear programming ⋮ Using groups in the splitting preconditioner computation for interior point methods ⋮ Combining a hybrid preconditioner and a optimal adjustment algorithm to accelerate the convergence of interior point methods ⋮ Sparsity preserving preconditioners for linear systems in interior-point methods ⋮ Modified controlled Cholesky factorization for preconditioning linear systems from the interior-point method ⋮ Influence of matrix reordering on the performance of iterative methods for solving linear systems arising 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 ⋮ Computing the Splitting Preconditioner for Interior Point Method Using an Incomplete Factorization Approach ⋮ Improving an interior-point approach for large block-angular problems by hybrid preconditioners

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