Uniform Boundedness of a Preconditioned Normal Matrix Used in Interior-Point Methods

DOI10.1137/S1052623403426398zbMath1075.65085OpenAlexW1965256189MaRDI QIDQ4651996

J. O'Neal, Renato D. C. Monteiro, Takashi Tsuchiya

Publication date: 23 February 2005

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1052623403426398

zbMATH Keywords

linear programmingpreconditioningcondition numberiterative methodsinterior-point methodsnormal matrixnetwork flow problemspolynomial boundconnected directed graphnode-arc incidence matrix

Mathematics Subject Classification ID

Programming involving graphs or networks (90C35) Numerical mathematical programming methods (65K05) Linear programming (90C05) Interior-point methods (90C51) Numerical computation of matrix norms, conditioning, scaling (65F35)

Related Items

Improving the preconditioning of linear systems from interior point methods, Computational evaluation of multi-iterative approaches for solving graph-structured large linear systems, Recycling basic columns of the splitting preconditioner in interior point methods, Using groups in the splitting preconditioner computation for interior point methods, Sparsity preserving preconditioners for linear systems in interior-point methods, Accelerated multigrid for graph Laplacian operators, Implementation of interior-point methods for LP based on Krylov subspace iterative solvers with inner-iteration preconditioning