Improving an interior-point approach for large block-angular problems by hybrid preconditioners
نویسندگان
چکیده
منابع مشابه
Improving an interior-point approach for large block-angular problems by hybrid preconditioners
The computational time required by interior-point methods is often dominated by the solution of linear systems of equations. An efficient specialized interior-point algorithm for primal block-angular problems has been used to solve these systems by combining Cholesky factorizations for the block constraints and a conjugate gradient based on a power series preconditioner for the linking constrai...
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ژورنال
عنوان ژورنال: European Journal of Operational Research
سال: 2013
ISSN: 0377-2217
DOI: 10.1016/j.ejor.2013.04.007