Preconditioning and iterative solution of symmetric indefinite linear systems arising from interior point methods for linear programming.
Joo-Siong ChaiKim-Chuan TohPublished in: Comput. Optim. Appl. (2007)
Keyphrases
- linear systems
- interior point methods
- interior point
- linear programming
- linear equations
- coefficient matrix
- primal dual
- sufficient conditions
- dynamical systems
- linear programming problems
- linear program
- sparse linear systems
- semidefinite
- quadratic programming
- preconditioned conjugate gradient method
- total least squares
- semidefinite programming
- optimal solution
- feature selection
- special case
- objective function