Implementations of Affine Scaling Methods: Approximate Solutions of Systems of Linear Equations Using Preconditioned Conjugate Gradient Methods

Mehrotra, Sanjay
March 1992
ORSA Journal on Computing;Spring92, Vol. 4 Issue 2, p103
Academic Journal
The conjugate gradient method has been proposed for solving system of linear equations arising at each iteration of interior point methods. This paper studies several problems associated with developing such implementations. This includes development of a termination criteria, computation of an effective preconditioner, and the lack of positive definiteness of the matrix.


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