A Study of Preconditioners for Network Interior Point Methods

Detalhes bibliográficos
Autor(a) principal: Júdice, Joaquim
Data de Publicação: 2003
Outros Autores: Patricio, João, Portugal, Luis, Resende, Mauricio, Veiga, Geraldo
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10316/7745
https://doi.org/10.1023/A:1021882330897
Resumo: We study and compare preconditioners available for network interior point methods. We derive upper bounds for the condition number of the preconditioned matrices used in the solution of systems of linear equations defining the algorithm search directions. The preconditioners are tested using PDNET, a state-of-the-art interior point code for the minimum cost network flow problem. A computational comparison using a set of standard problems improves the understanding of the effectiveness of preconditioners in network interior point methods.
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spelling A Study of Preconditioners for Network Interior Point MethodsWe study and compare preconditioners available for network interior point methods. We derive upper bounds for the condition number of the preconditioned matrices used in the solution of systems of linear equations defining the algorithm search directions. The preconditioners are tested using PDNET, a state-of-the-art interior point code for the minimum cost network flow problem. A computational comparison using a set of standard problems improves the understanding of the effectiveness of preconditioners in network interior point methods.2003info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articlehttp://hdl.handle.net/10316/7745http://hdl.handle.net/10316/7745https://doi.org/10.1023/A:1021882330897engComputational Optimization and Applications. 24:1 (2003) 5-35Júdice, JoaquimPatricio, JoãoPortugal, LuisResende, MauricioVeiga, Geraldoinfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2019-06-02T10:31:49Zoai:estudogeral.uc.pt:10316/7745Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T21:00:43.880859Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv A Study of Preconditioners for Network Interior Point Methods
title A Study of Preconditioners for Network Interior Point Methods
spellingShingle A Study of Preconditioners for Network Interior Point Methods
Júdice, Joaquim
title_short A Study of Preconditioners for Network Interior Point Methods
title_full A Study of Preconditioners for Network Interior Point Methods
title_fullStr A Study of Preconditioners for Network Interior Point Methods
title_full_unstemmed A Study of Preconditioners for Network Interior Point Methods
title_sort A Study of Preconditioners for Network Interior Point Methods
author Júdice, Joaquim
author_facet Júdice, Joaquim
Patricio, João
Portugal, Luis
Resende, Mauricio
Veiga, Geraldo
author_role author
author2 Patricio, João
Portugal, Luis
Resende, Mauricio
Veiga, Geraldo
author2_role author
author
author
author
dc.contributor.author.fl_str_mv Júdice, Joaquim
Patricio, João
Portugal, Luis
Resende, Mauricio
Veiga, Geraldo
description We study and compare preconditioners available for network interior point methods. We derive upper bounds for the condition number of the preconditioned matrices used in the solution of systems of linear equations defining the algorithm search directions. The preconditioners are tested using PDNET, a state-of-the-art interior point code for the minimum cost network flow problem. A computational comparison using a set of standard problems improves the understanding of the effectiveness of preconditioners in network interior point methods.
publishDate 2003
dc.date.none.fl_str_mv 2003
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10316/7745
http://hdl.handle.net/10316/7745
https://doi.org/10.1023/A:1021882330897
url http://hdl.handle.net/10316/7745
https://doi.org/10.1023/A:1021882330897
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv Computational Optimization and Applications. 24:1 (2003) 5-35
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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