On solving large sparse linear systems arising from linear programming

Name: On solving large sparse linear systems arising from linear programming
Brand: LAP Lambert Academic Publishing
SKU: 9783659763977
Price: 56.53 EUR
Availability: InStock

Автор: Venansius Baryamureeba, Trond Steihaug

Език:

Корици: С меки корици

Издател: LAP Lambert Academic Publishing

Наличност: Външен склад

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56.53 € 110.57 лв

This book in Computer Science is tailored towards solving the standard linear programming problem an...

Информация за книгата

Автор

Venansius Baryamureeba, Trond Steihaug

Език

Английски език

Корици

Книга - С меки корици

Издадена

2018

страници

128

EAN

9783659763977

Enbook ID

19874254

Издател

LAP Lambert Academic Publishing

Теглоt

209

Размери

150 x 220 x 8

Пълно описание

This book in Computer Science is tailored towards solving the standard linear programming problem and the standard linear regression problem. First we p ose these problems as sequences of weighted linear systems We discuss a combination of a direct solver and an iterative solver for solving these sequences of weighted linear systems For this mixed solver approach a class of preconditioners based on low rank corrections is discussed and preconditioners constructed The choice of the low rank correction matrix is based on derived theoretical b ounds on the eigenvalues of the precondi toned matrix. In addition for linear programming we suggest a globally convergent in exact interior p oint algorithm Based on this algorithm we state a globally convergent mixed interior p oint algorithm that suits the class of preconditioners mentioned above. Furthermore for the case of linear regression we discuss another class of preconditioners based on downdating a constant factorized matrix at every iteration Also a new convex weighting function for linear regression is suggested and preconditioners based on this function discussed.

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On solving large sparse linear systems arising from linear programming

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