Computing the Splitting Preconditioner for Interior Point Method Using an Incomplete Factorization Approach.
Marta VelazcoAurelio R. L. OliveiraPublished in: OR (2017)
Keyphrases
- interior point methods
- convex optimization
- primal dual
- linear systems
- linear programming
- semidefinite programming
- linear program
- interior point algorithm
- singular value decomposition
- missing values
- linear programming problems
- inequality constraints
- coefficient matrix
- solving problems
- computationally intensive
- low rank
- image processing