Actas de congresos
Influence Of Matrix Reordering On The Performance Of Iterative Methods For Solving Linear Systems Arising From Interior Point Methods For Linear Programming
Registro en:
Mathematical Methods Of Operations Research. Springer Heidelberg, v. 85, p. 97 - 112, 2017.
1432-2994
1432-5217
WOS:000397237500007
10.1007/s00186-017-0571-7
Autor
Silva
Daniele; Velazco
Marta; Oliveira
Aurelio
Institución
Resumen
Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) This study analyzes the influence of sparse matrix reordering on the solution of linear systems arising from interior point methods for linear programming. In particular, such linear systems are solved by the conjugate gradient method with a two-phase hybrid preconditioner that uses the controlled Cholesky factorization during the initial iterations and later adopts the splitting preconditioner. This approach yields satisfactory computational results for the solution of linear systems with symmetric positive-definite matrices. Three reordering heuristics are analyzed in this study: the reverse Cuthill-McKee heuristic, the Sloan algorithm, and the minimum degree heuristic. Through numerical experiments, it was observed that these heuristics can be advantageous in terms of accelerating the convergence of the conjugate gradient method and reducing the processing time. 85 1 97 112 Research of the State of Sao Paulo (FAPESP) and the Brazilian Council Development of Science and Technology (CNPq) Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) 13th EUROPT Workshop on Advances in Continuous Optimization JUL 08-10, 2015 Edinburgh, SCOTLAND