Combining a hybrid preconditioner and a optimal adjustment algorithm to accelerate the convergence of interior point methods
DOI10.1016/J.LAA.2011.08.023zbMATH Open1236.65065OpenAlexW2005457454MaRDI QIDQ665950FDOQ665950
Authors: Juan-Miguel Gracia 
Publication date: 7 March 2012
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.laa.2011.08.023
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linear programmingCholesky factorizationinterior point methodspreconditioningconvergence accelerationnumerical experimentsconjugate gradient methodnormal equation systemoptimal adjustment algorithm
Numerical mathematical programming methods (65K05) Linear programming (90C05) Interior-point methods (90C51)
Cites Work
- PCx: an interior-point code for linear programming
- On the Implementation of a Primal-Dual Interior Point Method
- Regularized symmetric indefinite systems in interior point methods for linear and quadratic optimization
- The effect of ordering on preconditioned conjugate gradients
- Constraint Preconditioning for Indefinite Linear Systems
- Further development of multiple centrality correctors for interior point methods
- On Implementing Mehrotra’s Predictor–Corrector Interior-Point Method for Linear Programming
- Multiple centrality corrections in a primal-dual method for linear programming
- A new class of preconditioners for large-scale linear systems from interior point methods for linear programming
- Using a hybrid preconditioner for solving large-scale linear systems arising from interior point methods
- Indefinitely preconditioned conjugate gradient method for large sparse equality and inequality constrained quadratic problems
- An implementation of Karmarkar's algorithm for linear programming
- An improved incomplete Cholesky factorization
- Preconditioning indefinite systems in interior point methods for optimization
- 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
- A note on hybrid preconditioners for large-scale normal equations arising from interior-point methods
- A family of linear programming algorithms based on an algorithm by von Neumann
- On Best Conditioned Matrices
- Title not available (Why is that?)
- An Implementation of Gaussian Elimination with Partial Pivoting for Sparse Systems
- An Efficient Solver for Multi--Right-Hand-Side Linear Systems Based on the CCCG($\eta$) Method with Applications to Implicit Time-Dependent Partial Differential Equations
Cited In (7)
- Switching preconditioners using a hybrid approach for linear systems arising from interior point methods for linear programming
- Sparsity preserving preconditioners for linear systems in interior-point methods
- A new approach for finding a basis for the splitting preconditioner for linear systems from interior point methods
- Improving an interior-point approach for large block-angular problems by hybrid preconditioners
- Proximal stabilized interior point methods and \textit{low-frequency-update} preconditioning techniques
- Modified controlled Cholesky factorization for preconditioning linear systems from the interior-point method
- A polynomial arc-search interior-point algorithm for linear programming
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