Aurelio Ribeiro Leite Oliveira

Optimized choice of parameters in interior-point methods for linear programming

  • Aurelio Ribeiro Leite Oliveira
  • Luiz-Rafael Santos
  • Clovis Perin
  • Fernando Villas-Bôas
    • Categories Linear Programming, Quadratic Programming Tags , ,

    In this work, we propose a predictor-corrector interior point method for linear programming in a primal-dual context, where the next iterate is chosen by the minimization of a polynomial merit function of three variables: the first is the steplength, the second defines the central path and the third models the weight of a corrector direction. … Read more

    Improving an interior-point approach for large block-angular problems by hybrid preconditioners

  • Silvana Bocanegra
  • Jordi Castro
  • Aurelio Ribeiro Leite Oliveira
    • Categories Linear Programming

    The computational time required by interior-point methods is often dominated by the solution of linear systems of equations. An efficient specialized interior-point algorithm for primal block-angular problems has been used to solve these systems by combining Cholesky factorizations for the block constraints and a conjugate gradient based on a power series preconditioner for the linking … Read more