Influence of matrix reordering on the performance of iterative methods for solving linear systems arising from interior point methods for linear programming.
Daniele SilvaMarta I. Velazco FontovaAurelio R. L. OliveiraPublished in: Math. Methods Oper. Res. (2017)
Keyphrases
- interior point methods
- linear programming
- preconditioned conjugate gradient method
- iterative methods
- coefficient matrix
- quadratic programming
- linear program
- linear systems
- linear programming problems
- primal dual
- interior point
- semidefinite programming
- sparse linear systems
- constrained optimization
- objective function
- np hard
- optimal solution
- semidefinite
- convex optimization
- computationally expensive
- dynamic programming
- sufficient conditions
- dynamical systems
- solving problems
- lp relaxation