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Preconditioning indefinite systems in interior point methods for large scale linear optimisation.

Ghussoun Al-JeiroudiJacek GondzioJ. A. Julian Hall
Published in: Optim. Methods Softw. (2008)
Keyphrases
  • interior point methods
  • linear systems
  • primal dual
  • linear programming
  • convex optimization
  • training set
  • computationally intensive