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Inexact constraint preconditioners for linear systems arising in interior point methods

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  • Luca Bergamaschi
  • Jacek Gondzio
  • Manolo Venturin
  • Giovanni Zilli

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  • Luca Bergamaschi & Jacek Gondzio & Manolo Venturin & Giovanni Zilli, 2007. "Inexact constraint preconditioners for linear systems arising in interior point methods," Computational Optimization and Applications, Springer, vol. 36(2), pages 137-147, April.
    • Handle: RePEc:spr:coopap:v:36:y:2007:i:2:p:137-147
    DOI: 10.1007/s10589-006-9001-0
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    References listed on IDEAS

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    1. Andersen, E.D. & Gondzio, J. & Meszaros, C. & Xu, X., 1996. "Implementation of Interior Point Methods for Large Scale Linear Programming," Papers 96.3, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
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    Cited by:

    1. Gondzio, Jacek, 2012. "Interior point methods 25 years later," European Journal of Operational Research, Elsevier, vol. 218(3), pages 587-601.
    2. Jacek Gondzio, 2012. "Matrix-free interior point method," Computational Optimization and Applications, Springer, vol. 51(2), pages 457-480, March.
    3. Cecilia Orellana Castro & Manolo Rodriguez Heredia & Aurelio R. L. Oliveira, 2023. "Recycling basic columns of the splitting preconditioner in interior point methods," Computational Optimization and Applications, Springer, vol. 86(1), pages 49-78, September.
    4. Yiran Cui & Keiichi Morikuni & Takashi Tsuchiya & Ken Hayami, 2019. "Implementation of interior-point methods for LP based on Krylov subspace iterative solvers with inner-iteration preconditioning," Computational Optimization and Applications, Springer, vol. 74(1), pages 143-176, September.
    5. Luciana Casacio & Aurelio R. L. Oliveira & Christiano Lyra, 2018. "Using groups in the splitting preconditioner computation for interior point methods," 4OR, Springer, vol. 16(4), pages 401-410, December.
    6. V. Simoncini, 2012. "Reduced order solution of structured linear systems arising in certain PDE-constrained optimization problems," Computational Optimization and Applications, Springer, vol. 53(2), pages 591-617, October.
    7. Filippo Zanetti & Jacek Gondzio, 2023. "An Interior Point–Inspired Algorithm for Linear Programs Arising in Discrete Optimal Transport," INFORMS Journal on Computing, INFORMS, vol. 35(5), pages 1061-1078, September.
    8. Jacek Gondzio & Spyridon Pougkakiotis & John W. Pearson, 2022. "General-purpose preconditioning for regularized interior point methods," Computational Optimization and Applications, Springer, vol. 83(3), pages 727-757, December.
    9. Stefania Bellavia & Valentina De Simone & Daniela di Serafino & Benedetta Morini, 2016. "On the update of constraint preconditioners for regularized KKT systems," Computational Optimization and Applications, Springer, vol. 65(2), pages 339-360, November.

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