A new class of preconditioners for large-scale linear systems from interior point methods for linear programming

DOI10.1016/j.laa.2004.08.019zbMath1071.65088OpenAlexW2132894961WikidataQ114851474 ScholiaQ114851474MaRDI QIDQ1765884

Danny C. Sorensen, Aurelio Ribeiro Leite Oliveira

Publication date: 23 February 2005

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1911/19149

zbMATH Keywords

linear programmingpreconditioningCholesky factorizationinterior point methodsAugmented linear system

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Linear programming (90C05) Interior-point methods (90C51) Numerical computation of matrix norms, conditioning, scaling (65F35)

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Uses Software

• MA57
• QAPLIB
• KORBX
• PCx
• JDQZ

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