Preconditioning indefinite systems in interior point methods for large scale linear optimisation

Optimization Methods and Software

Volumn 23, Issue 3, 2008, Pages 345-363

  Al Jeiroudi, Ghussoun ^a   Gondzio, Jacek ^a   Hall, Julian ^a  

^a UNIVERSITY OF EDINBURGH   (United Kingdom)

Author keywords

Interior point methods; Linear programming; Sparse matrices

Indexed keywords

CONJUGATE GRADIENT METHOD; EIGENVALUES AND EIGENFUNCTIONS; LINEAR PROGRAMMING; LINEAR SYSTEMS; LINEARIZATION; MATRIX ALGEBRA;

APPLIED (CO); AUGMENTED SYSTEMS; BASIS MATRIX; CONJUGATE GRADIENT METHOD (CGM); INDEFINITE SYSTEMS; INTERIOR POINT; INTERIOR POINT ALGORITHMS; INTERIOR POINT METHODS (IPM); KKT SYSTEMS; LARGE SCALES; LARGE-SCALE PROBLEMS; LINEAR CONSTRAINTS; LINEAR OPTIMISATION; LINEAR PROGRAM (LP); NORMAL EQUATIONS (NE); NULL SPACES; OPTIMAL PARTITIONING; POSITIVE DEFINITE; PRECONDITIONED CONJUGATE GRADIENT (PCG); PRECONDITIONER; PUBLIC DOMAINS; SIMPLEX METHOD (SM); TEST COLLECTIONS;

LINEAR EQUATIONS;

EID: 46349095752     PISSN: 10556788     EISSN: 10294937     Source Type: Journal    
DOI: 10.1080/10556780701535910     Document Type: Article

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