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Improving an interior-point approach for large block-angular problems by hybrid preconditioners
dc.contributor.author | Bocanegra, Silvana |
dc.contributor.author | Castro Pérez, Jordi |
dc.contributor.author | Oliveira, Aurelio R.L. |
dc.contributor.other | Universitat Politècnica de Catalunya. Departament d'Estadística i Investigació Operativa |
dc.date.accessioned | 2013-02-22T17:36:16Z |
dc.date.available | 2013-02-22T17:36:16Z |
dc.date.created | 2012-07 |
dc.date.issued | 2012-07 |
dc.identifier.citation | Bocanegra, S.; Castro, J.; Oliveira, A.R.L. "Improving an interior-point approach for large block-angular problems by hybrid preconditioners". DR 2012/06 ed. 2012. |
dc.identifier.uri | http://hdl.handle.net/2117/17953 |
dc.description.abstract | The computational time required by interior-point methods is often domi- nated by the solution of linear systems of equations. An efficient spec ialized interior-point algorithm for primal block-angular proble ms has been used to solve these systems by combining Cholesky factorizations for the block con- straints and a conjugate gradient based on a power series precon ditioner for the linking constraints. In some problems this power series prec onditioner re- sulted to be inefficient on the last interior-point iterations, wh en the systems became ill-conditioned. In this work this approach is combi ned with a split- ting preconditioner based on LU factorization, which is main ly appropriate for the last interior-point iterations. Computational result s are provided for three classes of problems: multicommodity flows (oriented and no noriented), minimum-distance controlled tabular adjustment for statistic al data protec- tion, and the minimum congestion problem. The results show that , in most cases, the hybrid preconditioner improves the performance an d robustness of the interior-point solver. In particular, for some block-ang ular problems the solution time is reduced by a factor of 10. |
dc.format.extent | 22 p. |
dc.language.iso | eng |
dc.relation.ispartofseries | Technical Report DR 2012/06 UPC-EIO |
dc.rights | Attribution-NonCommercial-NoDerivs 3.0 Spain |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ |
dc.subject | Àrees temàtiques de la UPC::Matemàtiques i estadística::Investigació operativa::Optimització |
dc.subject.lcsh | Programming (Mathematics) |
dc.title | Improving an interior-point approach for large block-angular problems by hybrid preconditioners |
dc.type | External research report |
dc.subject.lemac | Programació (Matemàtica) |
dc.contributor.group | Universitat Politècnica de Catalunya. GNOM - Grup d'Optimització Numèrica i Modelització |
dc.description.peerreviewed | Peer Reviewed |
dc.subject.ams | Classificació AMS::90 Operations research, mathematical programming::90C Mathematical programming |
dc.relation.publisherversion | http://www-eio.upc.es/~jcastro/publications/reports/dr2012-06.pdf |
dc.rights.access | Open Access |
local.identifier.drac | 10955116 |
dc.description.version | Preprint |
local.citation.author | Bocanegra, S.; Castro, J.; Oliveira, A.R.L. |
local.citation.publicationName | Improving an interior-point approach for large block-angular problems by hybrid preconditioners |
local.citation.edition | DR 2012/06 |
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