ABS SOLUTION OF NORMAL EQUATIONS OF SECOUND TYPE AND APPLICATION TO THE PRIMAL-DUAL INTERIOR POINT METHOD FOR LINEAR PROGRAMING

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SPEDICATO E.; BONOMI M.; DEL POPOLO A.

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Journal: IRANIAN JOURNAL OF OPERATIONS RESEARCH Year:2008 | Volume:1 | Issue:1 Page(s): 28-34

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Title

ABS SOLUTION OF NORMAL EQUATIONS OF SECOUND TYPE AND APPLICATION TO THE PRIMAL-DUAL INTERIOR POINT METHOD FOR LINEAR PROGRAMING

Author(s)

SPEDICATO E. | BONOMI M. | DEL POPOLO A. | Issue Writer Certificate

Keywords

ABS METHODS

NORMAL EQUATIONS OF THE SECOND KIND

HUANG ALGORITHM

PRIMAL-DUAL INTERIOR POINT METHOD

NEWTON METHOD

Abstract

We consider the application of the ABS procedure to the linear system arising in the PRIMAL-DUAL INTERIOR POINT METHOD where NEWTON METHOD is used to compute the path to the solution. When approaching the solution the linear system, which has the form of NORMAL EQUATIONS OF THE SECOND KIND, becomes more and more ill conditioned. We show how the use of the HUANG ALGORITHM in the ABS class can reduce the ill conditioning. Preliminary numerical experiments show that the proposed approach can provide a residual in the computed solution up to sixteen orders lower.

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APA: Copy

SPEDICATO, E., BONOMI, M., & DEL POPOLO, A.. (2008). ABS SOLUTION OF NORMAL EQUATIONS OF SECOUND TYPE AND APPLICATION TO THE PRIMAL-DUAL INTERIOR POINT METHOD FOR LINEAR PROGRAMING. IRANIAN JOURNAL OF OPERATIONS RESEARCH, 1(1), 28-34. SID. https://sid.ir/paper/308430/en

Vancouver: Copy

SPEDICATO E., BONOMI M., DEL POPOLO A.. ABS SOLUTION OF NORMAL EQUATIONS OF SECOUND TYPE AND APPLICATION TO THE PRIMAL-DUAL INTERIOR POINT METHOD FOR LINEAR PROGRAMING. IRANIAN JOURNAL OF OPERATIONS RESEARCH[Internet]. 2008;1(1):28-34. Available from: https://sid.ir/paper/308430/en

IEEE: Copy

E. SPEDICATO, M. BONOMI, and A. DEL POPOLO, “ABS SOLUTION OF NORMAL EQUATIONS OF SECOUND TYPE AND APPLICATION TO THE PRIMAL-DUAL INTERIOR POINT METHOD FOR LINEAR PROGRAMING,” IRANIAN JOURNAL OF OPERATIONS RESEARCH, vol. 1, no. 1, pp. 28–34, 2008, [Online]. Available: https://sid.ir/paper/308430/en

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