Solving linear systems in interior-point methods

DOI10.1016/S0305-0548(00)00003-4MaRDI QIDQ5959078zbMATH OpenWikidataFDO

Authors Tongryeol Seol, Soondal Park

Publication date 26 September 2002

Published in Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0305-0548(00)00003-4

zbMATH Keywords

integrated approachinterior-point methodslinear systemsnormal equation approachSchur complement methodsparsity

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Interior-point methods (90C51)

Review text

There are two approaches to solve the linear systems in interior-point methods: the normal equation approach and the augmented system approach. The authors integrate the two methods by applying matrix partitioning to the augmented system approach. Specifically, it is shown that the Schur complement method which is applied to problems whiteness columns is a special case of the augmented system approach. This property is used for the integrates approach. If the integrated approach is used, linear systems can be solved maintaining sparsity of matrices without respect of the existence of dense columns.

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Cites work

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Cited in

(4)

• Determination of an interior feasible point for a system of linear constraints
• The role of the augmented system in interior point methods
• An interior linearization method
• scientific article; zbMATH DE number 4189470 (Why is no real title available?)

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Uses Software

• symrcm

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