Luis F. Portugal

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In this paper, we introduce the truncated primal-infeasible dual-feasible interior point algorithm for linear programming and describe an implementation of this algorithm for solving the minimum cost network flow problem. In each iteration, the linear system that determines the search direction is computed inexactly, and the norm of the resulting residual(More)
No part of this Journal may be reproduced in any form, by print, photoprint, microolm or any other means without written permission from Faculty of ii Abstract. Recently, Resende and Veiga 31] have proposed an eecient implementation of the Dual AAne (DA) interior-pointalgorithm for the solution of linear transportationmodels with integer costs and(More)
We study and compare preconditioners available for network interior point methods. We derive upper bounds for the condition number of the preconditioned matrices used in the solution of systems of linear equations defining the algorithm search directions. The preconditioners are tested using PDNET, a state-of-the-art interior point code for the minimum cost(More)
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