Academy of Mathematics and Systems Science, CAS Colloquia & Seminars
Speaker:
Prof. Ken Hayami,National Institute of Informatics, Japan
Inviter:
白中治
Title:
Inner-Iteration Preconditioning of Normal Equations in an Interior-point Method for LP
Time & Venue:
2015.8.15 10:30-11:30am Z311
Abstract:
We apply inner-iteration preconditioned Krylov subspace methods to an interior-point algorithm for linear programming. We employ the inner-iteration preconditioners recently developed by Morikuni and Hayami that deal with severely ill-conditioned linear equations in the final phase of the interior-point iterations. The advantage of our method is that it does not break down even when previous direct methods do. Also, we save computation time and storage compared to previous preconditioners. This is joint work with Yiran Cui, Keiichi Morikuni and Takashi Tsuchiya.