Browsing High Performance Computation for Engineered Systems (HPCES) by Author "Chai, Joo-Siong"

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Preconditioning and iterative solution of symmetric indefinite linear systems arising from interior point methods for linear programming

Chai, Joo-Siong; Toh, Kim Chuan (2005-01)

We study the preconditioning of symmetric indefinite linear systems of equations that arise in interior point solution of linear optimization problems. The preconditioning method that we study exploits the block structure ...