Please use this identifier to cite or link to this item: http://hdl.handle.net/10316/7745
Title: A Study of Preconditioners for Network Interior Point Methods
Authors: Júdice, Joaquim 
Patricio, João 
Portugal, Luis 
Resende, Mauricio 
Veiga, Geraldo 
Issue Date: 2003
Citation: Computational Optimization and Applications. 24:1 (2003) 5-35
Abstract: We study and compare preconditioners available for network interior point methods. We derive upper bounds for the condition number of the preconditioned matrices used in the solution of systems of linear equations defining the algorithm search directions. The preconditioners are tested using PDNET, a state-of-the-art interior point code for the minimum cost network flow problem. A computational comparison using a set of standard problems improves the understanding of the effectiveness of preconditioners in network interior point methods.
URI: http://hdl.handle.net/10316/7745
DOI: 10.1023/A:1021882330897
Rights: openAccess
Appears in Collections:FCTUC Matemática - Artigos em Revistas Internacionais

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