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A Preconditioner for Linear Systems Arising From Interior Point Optimization Methods

✍ Scribed by Rees, Tim; Greif, Chen


Book ID
118190983
Publisher
Society for Industrial and Applied Mathematics
Year
2007
Tongue
English
Weight
325 KB
Volume
29
Category
Article
ISSN
1064-8275

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linear Optimization (lo) Is One Of The Most Widely Applied And Taught Techniques In Mathematics, With Applications In Many Areas Of Science, Commerce And Industry. The Dramatically Increased Interest In The Subject Is Due Mainly To Advances In Computer Technology And The Development Of Interior Poin

Interior-point method for non-linear non
✍ Ladislav LukΕ‘an; Ctirad Matonoha; Jan Vlček πŸ“‚ Article πŸ“… 2004 πŸ› John Wiley and Sons 🌐 English βš– 182 KB

## Abstract In this paper, we propose an algorithm for solving non‐linear non‐convex programming problems, which is based on the interior point approach. Main theoretical results concern direction determination and step‐length selection. We split inequality constraints into active and inactive to o