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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| Other Authors: | , , , |
| Format: | article |
| Language: | eng |
| Published: |
2003
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| Online Access: | http://hdl.handle.net/10316/7745 |
| Country: | Portugal |
| Oai: | oai:estudogeral.sib.uc.pt:10316/7745 |