Combining a hybrid preconditioner and a optimal adjustment algorithm to accelerate the convergence of interior point methods
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Publication:665950
DOI10.1016/j.laa.2011.08.023zbMath1236.65065MaRDI QIDQ665950
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
linear programming; convergence acceleration; numerical experiments; preconditioning; conjugate gradient method; Cholesky factorization; interior point methods; normal equation system; optimal adjustment algorithm
65K05: Numerical mathematical programming methods
90C05: Linear programming
90C51: Interior-point methods
Uses Software