Title :
Solving Linear Systems Embedded in Interior Point Methods
Author_Institution :
Dept. of Math., Comput. Sci. & Stat., Bloomsburg Univ. of Pennsylvania, Bloomsburg, PA, USA
Abstract :
Many interior point methods for convex programming solve an (n+m)×(n+m) linear system in each iteration.In this paper,two iterative methods for solving linear systems are combined together and embeded into interior point methods.Based on that,a hybrid algorithm for solving convex programming problems is proposed.
Keywords :
convex programming; iterative methods; linear systems; problem solving; convex programming; interior point methods; iterative methods; linear systems; problem solving; Convergence; Equations; Iterative methods; Linear systems; Programming; Symmetric matrices; Vectors;
Conference_Titel :
Database Technology and Applications (DBTA), 2010 2nd International Workshop on
Conference_Location :
Wuhan
Print_ISBN :
978-1-4244-6975-8
Electronic_ISBN :
978-1-4244-6977-2
DOI :
10.1109/DBTA.2010.5659020
