A Study of Preconditioners for Network Interior Point Methods

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,...

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Detalhes bibliográficos
Autor principal: Júdice, Joaquim (author)
Outros Autores: Patricio, João (author), Portugal, Luis (author), Resende, Mauricio (author), Veiga, Geraldo (author)
Formato: article
Idioma:eng
Publicado em: 2003
Texto completo:http://hdl.handle.net/10316/7745
País:Portugal
Oai:oai:estudogeral.sib.uc.pt:10316/7745