TITLE

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

AUTHOR(S)
Mehrotra, Sanjay
PUB. DATE
March 1992
SOURCE
ORSA Journal on Computing;Spring92, Vol. 4 Issue 2, p103
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
ABSTRACT
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.
ACCESSION #
4480019

 

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