A Study of Preconditioners for Network Interior Point Methods

  • Authors:
  • Joaquim J. Júdice;João Patricio;Luis F. Portugal;Mauricio G. C. Resende;Geraldo Veiga

  • Affiliations:
  • Departamento de Matemática, Universidade de Coimbra, 3000 Coimbra, Portugal. joaquim.judice@co.it.pt;Escola Superior de Tecnologia de Tomar, Instituto Politécnico de Tomar, 2300 Tomar, Portugal. joao.patricio@co.it.pt;Departamento de Matemática, Universidade de Coimbra, 3000 Coimbra, Portugal;Shannon Laboratory, AT&T Labs Research, Florham Park, NJ 07932, USA. mgcr@research.att.com;gveiga@yahoo.com

  • Venue:
  • Computational Optimization and Applications
  • Year:
  • 2003

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Abstract

We study and compare preconditioners available for network interior point methods. We derive upper bounds for the condition number of the preconditioned matrices used in the solution of systems of linear equations defining the algorithm search directions. The preconditioners are tested using PDNET, a state-of-the-art interior point code for the minimum cost network flow problem. A computational comparison using a set of standard problems improves the understanding of the effectiveness of preconditioners in network interior point methods.