Heuristics for implementation of a hybrid preconditioner for interior-point methods
نویسندگان
چکیده
منابع مشابه
Using a hybrid preconditioner for solving large-scale linear systems arising from interior point methods
We devise a hybrid approach for solving linear systems arising from interior point methods applied to linear programming problems. These systems are solved by preconditioned conjugate gradient method that works in two phases. During phase I it uses a kind of incomplete Cholesky preconditioner such that fill-in can be controlled in terms of available memory. As the optimal solution of the proble...
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ژورنال
عنوان ژورنال: Pesquisa Operacional
سال: 2011
ISSN: 0101-7438
DOI: 10.1590/s0101-74382011000300010