dc.creator | Gonzalez-Lima, MD | |
dc.creator | Oliveira, ARL | |
dc.creator | Oliveira, DE | |
dc.date | 2013 | |
dc.date | DEC | |
dc.date | 2014-07-30T13:42:45Z | |
dc.date | 2015-11-26T16:31:28Z | |
dc.date | 2014-07-30T13:42:45Z | |
dc.date | 2015-11-26T16:31:28Z | |
dc.date.accessioned | 2018-03-28T23:12:32Z | |
dc.date.available | 2018-03-28T23:12:32Z | |
dc.identifier | Computational Optimization And Applications. Springer, v. 56, n. 3, n. 573, n. 597, 2013. | |
dc.identifier | 0926-6003 | |
dc.identifier | 1573-2894 | |
dc.identifier | WOS:000327240600005 | |
dc.identifier | 10.1007/s10589-013-9572-5 | |
dc.identifier | http://www.repositorio.unicamp.br/jspui/handle/REPOSIP/53707 | |
dc.identifier | http://repositorio.unicamp.br/jspui/handle/REPOSIP/53707 | |
dc.identifier.uri | http://repositorioslatinoamericanos.uchile.cl/handle/2250/1270222 | |
dc.description | Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) | |
dc.description | Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) | |
dc.description | We introduce an efficient and robust proposal for solving linear systems arising at each iteration of primal-dual interior-point methods for linear programming. Our proposal is based on the stable system presented by Gonzalez-Lima et al. (Comput. Opt. Appl. 44:213-247, 2009). Using similar techniques as those employed in the splitting preconditioner introduced by Oliveira and Sorensen (Linear Algebra Appl. 394:1-24, 2005) we are able to express the stable system matrix in block form such that the diagonal blocks are nonsingular diagonal matrices and the off-diagonal blocks are matrices close to zero when the iterates are close to the solution set of the linear programming problem. For degenerate problems a perturbation of the diagonal is added. We use a low-cost fixed iterative method to solve this system. Numerical experiments have shown that our approach leads to very accurate solutions for the linear programming problem. | |
dc.description | 56 | |
dc.description | 3 | |
dc.description | 573 | |
dc.description | 597 | |
dc.description | Universidad Simon Bolivar [GID-001 DID-USB] | |
dc.description | Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) | |
dc.description | Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) | |
dc.description | Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) | |
dc.description | Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) | |
dc.description | Universidad Simon Bolivar [GID-001 DID-USB] | |
dc.language | en | |
dc.publisher | Springer | |
dc.publisher | New York | |
dc.publisher | EUA | |
dc.relation | Computational Optimization And Applications | |
dc.relation | Comput. Optim. Appl. | |
dc.rights | fechado | |
dc.rights | http://www.springer.com/open+access/authors+rights?SGWID=0-176704-12-683201-0 | |
dc.source | Web of Science | |
dc.subject | Linear programming | |
dc.subject | Primal-dual interior point methods | |
dc.subject | Linear systems | |
dc.subject | Zero Variables | |
dc.subject | Algorithm | |
dc.subject | Equations | |
dc.subject | Preconditioners | |
dc.subject | Solver | |
dc.title | A robust and efficient proposal for solving linear systems arising in interior-point methods for linear programming | |
dc.type | Artículos de revistas | |