Interior dual proximal point algorithm using preconditioned conjugate gradient †

DOI10.1080/02331939208843780zbMath0817.90066OpenAlexW1995818048MaRDI QIDQ4327905

Rudy Setiono

Publication date: 27 March 1995

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939208843780

zbMATH Keywords

preconditioned conjugate gradient methodlarge linear programsinterior dual proximal point algorithmserial and parallel implementations

Mathematics Subject Classification ID

Linear programming (90C05) Iterative numerical methods for linear systems (65F10)

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A smooth penalty function algorithm for network-structured problems

Uses Software

• KORBX
• YSMP

Cites Work

• The effect of ordering on preconditioned conjugate gradients
• Yale sparse matrix package I: The symmetric codes
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