Computing the Splitting Preconditioner for Interior Point Method Using an Incomplete Factorization Approach

DOI10.1007/978-3-319-89920-6_14zbMath1397.90400OpenAlexW2803869170MaRDI QIDQ4685741

Marta Velazco, Aurelio Ribeiro Leite Oliveira

Publication date: 9 October 2018

Published in: Operations Research Proceedings (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-89920-6_14

zbMATH Keywords

interior point methodsincomplete Cholesky factorizationsplitting preconditioner

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Interior-point methods (90C51) Preconditioners for iterative methods (65F08)

Related Items (1)

Recycling basic columns of the splitting preconditioner in interior point methods

Uses Software

• QAPLIB
• PCx

Cites Work

• Unnamed Item
• Influence of matrix reordering on the performance of iterative methods for solving linear systems arising from interior point methods for linear programming
• QAPLIB-A quadratic assignment problem library
• A new class of preconditioners for large-scale linear systems from interior point methods for linear programming
• Using a hybrid preconditioner for solving large-scale linear systems arising from interior point methods
• A note on hybrid preconditioners for large-scale normal equations arising from interior-point methods
• An Efficient Solver for Multi--Right-Hand-Side Linear Systems Based on the CCCG($\eta$) Method with Applications to Implicit Time-Dependent Partial Differential Equations
• PCx: an interior-point code for linear programming

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