Numerical solution of special linear and quadratic programs via a parallel interior-point method

This paper concerns a parallel inexact interior-point (IP) method for solving linear and quadratic programs with a special structure in the constraint matrix and in the objective function. In order to exploit these features, a preconditioned conjugate gradient (PCG) algorithm is used to approximatel...

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Bibliographic Details

Published in:	Parallel computing Vol. 29; no. 4; pp. 485 - 503
Main Authors:	Durazzi, C., Ruggiero, V.
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 01.04.2003
Subjects:	Distributed memory multiprocessor system Inexact interior-point methods Parallel preconditioners Preconditioned conjugate gradient method Preconditioned conjugate gradient method Distributed memory multiprocessor system Inexact interior-point methods Parallel preconditioners
ISSN:	0167-8191, 1872-7336
Online Access:	Get full text
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