Adaptive use of iterative methods in predictor-corrector interior point methods for linear programming

DOI10.1023/A:1016614603137zbMath0977.65054OpenAlexW2096801802MaRDI QIDQ5934414

Wei-Chung Wang, Dianne P. O'Leary

Publication date: 19 June 2001

Published in: Numerical Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1016614603137

zbMATH Keywords

linear programmingnumerical resultspreconditioneradaptive algorithmsinterior point methodsiterative methods for linear systemsself-timing algorithms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Interior-point methods (90C51) Iterative numerical methods for linear systems (65F10)

Related Items (15)

Interior-point solver for large-scale quadratic programming problems with bound constraints ⋮ The convergence of an interior-point method using modified search directions in final iterations ⋮ Efficient Preconditioners for Interior Point Methods via a New Schur Complement-Based Strategy ⋮ An interior-point approach for primal block-angular problems ⋮ Using a hybrid preconditioner for solving large-scale linear systems arising from interior point methods ⋮ On the update of constraint preconditioners for regularized KKT systems ⋮ Updating Constraint Preconditioners for KKT Systems in Quadratic Programming Via Low-Rank Corrections ⋮ Spectral estimates for unreduced symmetric KKT systems arising from Interior Point methods ⋮ Preconditioning indefinite systems in interior point methods for large scale linear optimisation ⋮ Adaptive constraint reduction for convex quadratic programming ⋮ Sparsity preserving preconditioners for linear systems in interior-point methods ⋮ Fixed-point methods for a semiconductor quantum dot model ⋮ Dynamic scaling based preconditioning for truncated Newton methods in large scale unconstrained optimization ⋮ Implementation of interior-point methods for LP based on Krylov subspace iterative solvers with inner-iteration preconditioning ⋮ Block preconditioners for linear systems in interior point methods for convex constrained optimization

Uses Software

• ATLAS
• LOQO
• KORBX
• PDNET
• NETGEN

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