Artículos de revistas
Improving an interior-point approach for large block-angular problems by hybrid preconditioners
Registro en:
European Journal Of Operational Research. Elsevier Science Bv, v. 231, n. 2, n. 263, n. 273, 2013.
0377-2217
WOS:000322851300003
10.1016/j.ejor.2013.04.007
Autor
Bocanegra, S
Castro, J
Oliveira, ARL
Institución
Resumen
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) The computational time required by interior-point methods is often dominated by the solution of linear systems of equations. An efficient specialized interior-point algorithm for primal block-angular problems has been used to solve these systems by combining Cholesky factorizations for the block constraints and a conjugate gradient based on a power series preconditioner for the linking constraints. In some problems this power series preconditioner resulted to be inefficient on the last interior-point iterations, when the systems became ill-conditioned. In this work this approach is combined with a splitting preconditioner based on LU factorization, which works well for the last interior-point iterations. Computational results are provided for three classes of problems: multicommodity flows (oriented and nonoriented), minimum-distance controlled tabular adjustment for statistical data protection, and the minimum congestion problem. The results show that, in most cases, the hybrid preconditioner improves the performance and robustness of the interior-point solver. In particular, for some block-angular problems the solution time is reduced by a factor of 10. (C) 2013 Elsevier B.V. All rights reserved. 231 2 263 273 Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) Spanish research program [MTM2009-08747, MTM2012-31440] Government of Catalonia [SGR-2009-1122] Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Spanish research program [MTM2009-08747, MTM2012-31440] Government of Catalonia [SGR-2009-1122]