Switching preconditioners using a hybrid approach for linear systems arising from interior point methods for linear programming.
Petra Maria BartmeyerSilvana BocanegraAurelio Ribeiro Leite OliveiraPublished in: Numer. Algorithms (2021)
Keyphrases
- interior point methods
- linear systems
- linear programming
- interior point
- preconditioned conjugate gradient method
- linear program
- sufficient conditions
- dynamical systems
- linear programming problems
- primal dual
- coefficient matrix
- semidefinite programming
- np hard
- quadratic programming
- optimal solution
- sparse linear systems
- objective function
- dynamic programming
- total least squares
- convex optimization
- lp relaxation