Using a hybrid preconditioner for solving large-scale linear systems arising from interior point methods

@article{Bocanegra2007UsingAH,
  title={Using a hybrid preconditioner for solving large-scale linear systems arising from interior point methods},
  author={Silvana Bocanegra and F. F. Campos and Aurelio R. L. Oliveira},
  journal={Comp. Opt. and Appl.},
  year={2007},
  volume={36},
  pages={149-164}
}
We devise a hybrid approach for solving linear systems arising from interior point methods applied to linear programming problems. These systems are solved by preconditioned conjugate gradient method that works in two phases. During phase I it uses a kind of incomplete Cholesky preconditioner such that fill-in can be controlled in terms of available memory… CONTINUE READING