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Type: Artigo
Title: A new proposal to improve the early iterations in the interior point method
Author: Heredia, Manolo Rodriguez
Oliveira, Aurelio Ribeiro Leite
Abstract: We propose a modification that allows reducing the number of restarts in the computation of the Controlled Cholesky Factorization preconditioner. We use this preconditioner in the solution of linear systems arising from primal-dual interior point method. The Controlled Cholesky Factorization preconditioner depends on the fill-in parameter and the correction parameter that controls diagonal fault. We use geometric and algebraic tools to modify these parameters. In particular, we determine an equation whose exact solution avoids the diagonal fault. Numerical experiments with large-scale problems show that these modifications reduce the number of restarts. These experiments indicate that the new approach is robust and competitive
Subject: Sistemas lineares
Country: Estados Unidos
Editor: Springer
Rights: Fechado
Identifier DOI: 10.1007/s10479-019-03254-7
Date Issue: 2020
Appears in Collections:IMECC - Artigos e Outros Documentos

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