Submitted to Computational Optimization and Applications, 2001
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.
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