Iranian Journal of Operations Research
مجله انجمن ایرانی تحقیق در عملیات
IJOR
Basic Sciences
http://iors.ir/journal
0
user
2008-1189
10.29252/iors
en
jalali
1387
2
1
gregorian
2008
5
1
1
1
online
1
fulltext
en
ABS Solution of equations of second kind and application to the primal-dual interior point method for linear programming
Other
Other
پژوهشی
Original
<p align="center"> <span style="FONT-SIZE: 14pt FONT-FAMILY: Mitra mso-fareast-font-family: 'Times New Roman' mso-fareast-language: EN-US mso-ascii-font-family: Mitra mso-hansi-font-family: Mitra mso-ansi-language: EN-US mso-bidi-language: FA">Abstract</span></p><p><font face="georgia,times new roman,times,serif"> 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.</font></p>
ABS methods, normal equations of the second kind,Huang algorithm, primal-dual interior point method, Newton method
28
34
http://iors.ir/journal/browse.php?a_code=A-10-6-5&slc_lang=en&sid=1
Emilio
Spedicato
emilio@unibg.it
000319475328460035
000319475328460035
Yes
Department of Mathematics, University of Bergamo, Bergamo, Italy
Marco
Bonomi
000319475328460036
000319475328460036
No
Department of Mathematics, University of Bergamo, Bergamo, Italy
Antonino
Del Popolo
000319475328460037
000319475328460037
No
Department of Mathematics, University of Bergamo, Bergamo, Italy