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dc.contributor.CRUESPUniversidade Estadual de Campinaspt_BR
dc.typeArtigo de periódicopt_BR
dc.titleCombining a hybrid preconditioner and a optimal adjustment algorithm to accelerate the convergence of interior point methodspt_BR
dc.contributor.authorGhidini, CTLSpt_BR
dc.contributor.authorOliveira, ARLpt_BR
dc.contributor.authorSilva, Jpt_BR
dc.contributor.authorVelazco, MIpt_BR
unicamp.author.emailcarla@ime.unicamp.brpt_BR
unicamp.author.emailaurelio@ime.unicamp.brpt_BR
unicamp.author.emailjairmt@gmail.compt_BR
unicamp.author.emailmarta.velazco@gmail.compt_BR
unicamp.authorGhidini, Carla T. L. S. Oliveira, A. R. L. Univ Campinas UNICAMP, Inst Math Stat & Sci Computat IMECC, BR-13083970 Campinas, SP, Brazilpt_BR
unicamp.authorSilva, Jair Univ Fed Mato Grosso do Sul, Dept Math, BR-79070900 Campo Grande, MS, Brazilpt_BR
unicamp.authorVelazco, M. I. Campo Limpo Paulista Sch, BR-13231230 Campo Limpo Paulista, SP, Brazilpt_BR
dc.subjectLinear programmingpt_BR
dc.subjectPreconditioningpt_BR
dc.subjectInterior point methodspt_BR
dc.subject.wosIndefinite Linear-systemspt_BR
dc.subject.wosImplementationpt_BR
dc.subject.wosOptimizationpt_BR
dc.subject.wosEquationspt_BR
dc.description.abstractIn this work, the optimal adjustment algorithm for p coordinates, which arose from a generalization of the optimal pair adjustment algorithm is used to accelerate the convergence of interior point methods using a hybrid iterative approach for solving the linear systems of the interior point method. Its main advantages are simplicity and fast initial convergence. At each interior point iteration, the preconditioned conjugate gradient method is used in order to solve the normal equation system. The controlled Cholesky factorization is adopted as the preconditioner in the first outer iterations and the splitting preconditioner is adopted in the final outer iterations. The optimal adjustment algorithm is applied in the preconditioner transition in order to improve both speed and robustness. Numerical experiments on a set of linear programming problems showed that this approach reduces the total number of interior point iterations and running time for some classes of problems. Furthermore, some problems were solved only when the optimal adjustment algorithm for p coordinates was used in the change of preconditioners. (C) 2011 Elsevier Inc. All rights reserved.pt
dc.relation.ispartofLinear Algebra And Its Applicationspt_BR
dc.relation.ispartofabbreviationLinear Alg. Appl.pt_BR
dc.publisher.cityNew Yorkpt_BR
dc.publisher.countryEUApt_BR
dc.publisherElsevier Science Incpt_BR
dc.date.issued2012pt_BR
dc.date.monthofcirculation36951pt_BR
dc.identifier.citationLinear Algebra And Its Applications. Elsevier Science Inc, v. 436, n. 5, n. 1267, n. 1284, 2012.pt_BR
dc.language.isoenpt_BR
dc.description.volume436pt_BR
dc.description.issuenumber5pt_BR
dc.description.firstpage1267pt_BR
dc.description.lastpage1284pt_BR
dc.rightsfechadopt_BR
dc.rights.licensehttp://www.elsevier.com/about/open-access/open-access-policies/article-posting-policypt_BR
dc.sourceWeb of Sciencept_BR
dc.identifier.issn0024-3795pt_BR
dc.identifier.wosidWOS:000300482500023pt_BR
dc.identifier.doi10.1016/j.laa.2011.08.023pt_BR
dc.description.sponsorshipConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)pt_BR
dc.description.sponsorship1Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)pt_BR
dc.date.available2014-08-01T18:26:49Z
dc.date.available2015-11-26T18:03:10Z-
dc.date.accessioned2014-08-01T18:26:49Z
dc.date.accessioned2015-11-26T18:03:10Z-
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dc.description.provenanceMade available in DSpace on 2015-11-26T18:03:10Z (GMT). No. of bitstreams: 2 WOS000300482500023.pdf: 367907 bytes, checksum: 002dabe71e230dd01731881323685931 (MD5) WOS000300482500023.pdf.txt: 53990 bytes, checksum: d56163903dc0ba13ebae00fee12091d0 (MD5) Previous issue date: 2012en
dc.identifier.urihttp://www.repositorio.unicamp.br/jspui/handle/REPOSIP/79063
dc.identifier.urihttp://repositorio.unicamp.br/jspui/handle/REPOSIP/79063-
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