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:: Volume 1, Issue 1 (5-2008) ::
IJOR 2008, 1(1): 28-34 Back to browse issues page
ABS Solution of equations of second kind and application to the primal-dual interior point method for linear programming
Emilio Spedicato , Marco Bonomi , Antonino Del Popolo
Department of Mathematics, University of Bergamo, Bergamo, Italy , emilio@unibg.it
Abstract:   (25076 Views)

 Abstract

  We consider an application of the ABS procedure to the linear systems arising from the primal-dual interior point methods where Newton method is used to compute path to the solution. When approaching the solution the linear system, which has the form of normal equations of the second kind, becomes more and more ill conditioned. We show how the use of the Huang algorithm in the ABS class can reduce the ill conditioning. Preliminary numerical experiments show that the proposed approach can provide a residual in the computed solution up to sixteen orders lower.

Keywords: ABS methods, normal equations of the second kind, Huang algorithm, primal-dual interior point method, Newton method
Full-Text [PDF 42 kb]   (6225 Downloads)    
Type of Study: Original | Subject: Other
Received: 2008/09/10
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Volume 1, Issue 1 (5-2008) Back to browse issues page
مجله انجمن ایرانی تحقیق در عملیات Iranian Journal of Operations Research
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