Title of article :
Solving linear systems in interior-point methods
Author/Authors :
Tongryeol Seol، نويسنده , , Soondal Park، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2002
Abstract :
There are two approaches to solve the linear systems in interior-point methods: the normal equation approach and the augmented system approach. We integrated the two methods by applying matrix partitioning to the augmented system approach. Specifically, we show the Schur complement method which is applied to problems with dense columns is a special case of the augmented system approach. We will use this property for the integrated approach. If we use the integrated approach, we can solve linear systems maintaining sparsity of matrices without respect of the existence of dense columns.
Keywords :
The Schur complement method , Integrated approach , Sparsity , Interior-point methods , The normal equation approach , The augmented system approach , Linear systems , Matrix partitioning
Journal title :
Computers and Operations Research
Journal title :
Computers and Operations Research