Using a hybrid preconditioner for solving large-scale linear systems arising from interior point methods

dc.creatorBocanegra, S
dc.creatorCampos, FF
dc.creatorOliveira, ARL
dc.date2007
dc.dateAPR
dc.date2014-11-19T00:49:01Z
dc.date2015-11-26T17:55:22Z
dc.date2014-11-19T00:49:01Z
dc.date2015-11-26T17:55:22Z
dc.date.accessioned2018-03-29T00:39:10Z
dc.date.available2018-03-29T00:39:10Z
dc.identifierComputational Optimization And Applications. Springer, v. 36, n. 41700, n. 149, n. 164, 2007.
dc.identifier0926-6003
dc.identifierWOS:000246107300002
dc.identifier10.1007/s10589-006-9009-5
dc.identifierhttp://www.repositorio.unicamp.br/jspui/handle/REPOSIP/73052
dc.identifierhttp://www.repositorio.unicamp.br/handle/REPOSIP/73052
dc.identifierhttp://repositorio.unicamp.br/jspui/handle/REPOSIP/73052
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1291022
dc.descriptionWe 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 problem is approached, the linear systems becomes highly ill-conditioned and the method changes to phase II. In this phase a preconditioner based on the LU factorization is found to work better near a solution of the LP problem. The numerical experiments reveal that the iterative hybrid approach works better than Cholesky factorization on some classes of large-scale problems.
dc.description36
dc.description41700
dc.description149
dc.description164
dc.languageen
dc.publisherSpringer
dc.publisherNew York
dc.publisherEUA
dc.relationComputational Optimization And Applications
dc.relationComput. Optim. Appl.
dc.rightsfechado
dc.rightshttp://www.springer.com/open+access/authors+rights?SGWID=0-176704-12-683201-0
dc.sourceWeb of Science
dc.subjectinterior point methods
dc.subjectpreconditioning
dc.subjectill-conditioned systems
dc.subjectSymmetric Indefinite Systems
dc.subjectOptimization
dc.subjectEquations
dc.subjectImplementation
dc.subjectFactorization
dc.subjectSolver
dc.titleUsing a hybrid preconditioner for solving large-scale linear systems arising from interior point methods
dc.typeArtículos de revistas


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