New Preconditioners for KKT Systems of Network Flow Problems
نویسندگان
چکیده
منابع مشابه
New Preconditioners for KKT Systems of Network Flow Problems
We propose a new set of preconditioners for the iterative solution, via a Preconditioned Conjugate Gradient (PCG) method, of the KKT systems that must be solved at each iteration of an Interior Point (IP) algorithm for the solution of linear Min Cost Flow (MCF) problems. These preconditioners are based on the idea of extracting a proper triangulated subgraph of the original graph which strictly...
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We address the problem of preconditioning sequences of regularized KKT systems, such as those arising in interior point methods for convex quadratic programming. In this case, constraint preconditioners (CPs) are very effective and widely used; however, when solving large-scale problems, the computational cost for their factorization may be high, and techniques for approximating them appear as ...
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We focus on efficient preconditioning techniques for sequences of KKT linear systems arising from the interior point solution of large convex quadratic programming problems. Constraint Preconditioners (CPs), though very effective in accelerating Krylov methods in the solution of KKT systems, have a very high computational cost in some instances, because their factorization may be the most time-...
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Problem statement: We consider the numerical solvers for the linearized Navier-Stokes problem. Both the Stokes problem and Oseen problems are considered. Approach: We used the Mark and Cell (MAC) discretization method to discretize the Navier-Stokes equations. We used preconditioned Krylov subspace methods to solve the resulting linear systems. Results: Numerical experimental results are perfor...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2004
ISSN: 1052-6234,1095-7189
DOI: 10.1137/s105262340240519x