Implementation of Interior-point Methods for LP based on Krylov Subspace Iterative Solvers with Inner-iteration Preconditioning
We apply novel inner-iteration preconditioned Krylov subspace methods to the interior-point algorithm for linear programming (LP). Inner-iteration preconditioners recently proposed by Morikuni and Hayami enable us to overcome the severe ill-conditioning of linear equations solved in the final phase of interior-point iterations. The employed Krylov subspace methods do not suffer from rank-deficiency and therefore no … Read more