Handling dense columns in Interior-Point Methods

Catalina J. Villalba, Aurelio R.L. Oliveira
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Abstract

. The Interior-Point methods are a type of method used to solve linear programming problems that require solving linear systems. In situations where the constraint matrix has dense columns, it is essential to find an efficient way to solve computationally these systems in order to avoid memory issues or increase the number of operations. This project proposes a preconditioner to handle this issue, and it provides both theoretical predictions and computational tests to demonstrate its effectiveness.
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在内点法中处理密集列
.内点法是一种用于解决线性规划问题的方法,需要求解线性系统。在约束矩阵具有密集列的情况下,必须找到一种高效的方法来解决这些系统的计算问题,以避免内存问题或增加运算次数。本项目提出了一种前置条件器来处理这个问题,并提供了理论预测和计算测试来证明其有效性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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