Acceleration and Parallelization of the Path-Following Interior Point Method for a Linearly Constrained Convex Quadratic Problem

In this paper, the strategies for acceleration of the path-following polynomial time interior point method for linear and linearly constrained quadratic programming problems are studied. These strategies are based on (i) exploiting the results of computations done at the previous iterations (Karmark...

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Vydáno v:SIAM journal on optimization Ročník 1; číslo 4; s. 548 - 564
Hlavní autoři: Nesterov, Y., Nemirovsky, A.
Médium: Journal Article
Jazyk:angličtina
Vydáno: Philadelphia Society for Industrial and Applied Mathematics 01.11.1991
Témata:
Algorithms
Linear algebra
Linear programming
Methods
ISSN:1052-6234, 1095-7189
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Shrnutí:In this paper, the strategies for acceleration of the path-following polynomial time interior point method for linear and linearly constrained quadratic programming problems are studied. These strategies are based on (i) exploiting the results of computations done at the previous iterations (Karmarkar's acceleration scheme and a scheme based on the preconditioned conjugate gradient method); (ii) implementation of "fast" linear algebra routines; (iii) parallel computations.
Bibliografie:ObjectType-Article-1
SourceType-Scholarly Journals-1
content type line 14
ISSN:1052-6234
1095-7189
DOI:10.1137/0801033