Heuristics for implementation of a hybrid preconditioner for interior-point methods
This article presents improvements to the hybrid preconditioner previously developed for the solution through the conjugate gradient method of the linear systems which arise from interior-point methods. The hybrid preconditioner consists of combining two preconditioners: controlled Cholesky factoriz...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Sociedade Brasileira de Pesquisa Operacional
2011-12-01
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| Series: | Pesquisa Operacional |
| Subjects: | |
| Online Access: | http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382011000300010&lng=en&tlng=en |