Uso de indicadores para aprimorar o cálculo da base do pré-condicionador separador em métodos de pontos interiores

Authors

  • Fábio Rodrigues Silva IMECC/UNICAMP
  • Aurelio Ribeiro Leite de Oliveira IMECC/UNICAMP

Abstract

Considere o par primal-dual de problemas de programação linear na forma padrão [...] 

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References

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Mehrotra, S. On the implementation of a primal-dual interior point method.SIAM Journalon optimization, 2(4):575–601, 1992. DOI: 10.1137/0802028.

Oliveira, A. R. L. and Sorensen, D. C. A new class of preconditioners for large-scale linear sys-tems from interior point methods for linear programming,Linear Algebra and its Applications,394:1-24, 2005. DOI: 10.1016/j.laa.2004.08.019.

Resende, M. G. G. and Veiga, G. An implementation of the dual affine scaling algorithmfor minimum cost flow on bipartite uncapacitated networks,SIAM Journal on Optimization,3(3):516-537, 1993. DOI: 10.1137/0803025.

Published

2021-12-20

Issue

Section

Resumos