Augmentation preconditioning for saddle point systems arising from interior point methods
We investigate a preconditioning technique applied to the problem of solving linear systems arising from primal-dual interior point algorithms in linear and quadratic programming. The preconditioner has the attractive property of improved eigenvalue clustering with increased ill-conditioning of the...
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| Language: | English |
| Published: |
2010
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| Online Access: | http://hdl.handle.net/2429/18115 |