Lukas Schork The implementation of a linear programming interior point solver is described that is based on iterative linear algebra. The linear systems are preconditioned by a basis matrix, which is updated from one interior point iteration to the next to bound the entries in a certain tableau matrix. The update scheme is based on simplex-type pivot … Read more
To precondition the normal equation system from the linear programming (LP) interior point method, basis preconditioners choose a basis matrix dependent on column scaling factors. Two criteria for choosing the basis matrix are compared which yield a maximum volume or maximum weight basis. Finding a maximum volume basis requires a combinatorial effort, but it gives … Read more
This paper is concerned with the problem of permuting a spiked matrix to triangular form. A spiked matrix results from changing one column or one row in a triangular matrix. In this paper we focus on changing one column in an upper triangular matrix. Spiked matrices arise in updating the LU factors of a matrix … Read more
A class of interior point methods using inexact directions is analysed. The linear system arising in interior point methods for linear programming is reformulated such that the solution is less sensitive to perturbations in the right-hand side. For the new system an implementable condition is formulated that controls the relative error in the solution. Based … Read more