We consider the application of the ABS procedure to the linear system arising in the primal-dual interior point method where Newton method is used to compute the path to the solution. When approaching the solution the linear system becomes more and more ill conditioned. We show how the use of the Huang algorithm in the ABS class can reduce the ill conditioning. Preliminary numerical experiments show that the proposed approach can provide a residual in the computed solution up to sixteen orders lower.
SPEDICATO, Emilio Giuseppe, BONOMI, MARCO, (2007). Applications of ABS methods to the primal-dual interior point method for linear programming 6(2007)). Bergamo: Retrieved from http://hdl.handle.net/10446/295
Applications of ABS methods to the primal-dual interior point method for linear programming
SPEDICATO, Emilio Giuseppe;
2007-01-01
Abstract
We consider the application of the ABS procedure to the linear system arising in the primal-dual interior point method where Newton method is used to compute the path to the solution. When approaching the solution the linear system becomes more and more ill conditioned. We show how the use of the Huang algorithm in the ABS class can reduce the ill conditioning. Preliminary numerical experiments show that the proposed approach can provide a residual in the computed solution up to sixteen orders lower.File | Dimensione del file | Formato | |
---|---|---|---|
WPMateRi06(2007)SpedicatoBonomi.pdf
accesso aperto
Dimensione del file
345.93 kB
Formato
Adobe PDF
|
345.93 kB | Adobe PDF | Visualizza/Apri |
Pubblicazioni consigliate
Aisberg ©2008 Servizi bibliotecari, Università degli studi di Bergamo | Terms of use/Condizioni di utilizzo