A new proposal to improve the early iterations in the interior point method
Author:
Funder
FAPESP
CNPq
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Link
http://link.springer.com/content/pdf/10.1007/s10479-019-03254-7.pdf
Reference22 articles.
1. Azevedo, A. T., Oliveira, A. R. L., & Soares, S. (2009). Interior point method for long-term generation scheduling of large-scale hydrothermal systems. Annals of Operations Research, 169(1), 55.
2. Bellavia, S., Simone, V. D., Di Serafino, D., & Morini, B. (2012). A preconditioning framework for sequences of diagonally modified linear systems arising in optimization. SIAM Journal on Numerical Analysis, 50(6), 3280–3302.
3. Bocanegra, S., Campos, F. F., & Oliveira, A. R. L. (2007). Using a hybrid preconditioner for solving large-scale linear systems arising from interior point methods. Computational Optimization and Applications, 36(2–3), 149–164.
4. Campos, F. F. (1995). Analysis of conjugate gradients-type methods for solving linear equations. PhD thesis, University of Oxford.
5. Casacio, L., Lyra, C., Oliveira, A. R. L., & Castro, C. O. (2017). Improving the preconditioning of linear systems from interior point methods. Computers & Operations Research, 85, 129–138.
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