A robust and efficient proposal for solving linear systems arising in interior-point methods for linear programming.
María D. González-LimaAurelio R. L. OliveiraDanilo E. OliveiraPublished in: Comput. Optim. Appl. (2013)
Keyphrases
- interior point methods
- linear systems
- linear programming
- preconditioned conjugate gradient method
- linear programming problems
- sparse linear systems
- interior point
- convex programming
- coefficient matrix
- quadratic programming
- linear program
- primal dual
- sufficient conditions
- dynamical systems
- convex optimization
- semidefinite programming
- solving problems
- computationally intensive
- linear equations
- dynamic programming
- reinforcement learning
- integer program
- np hard
- support vector
- objective function