Sistemas Lineares Aproximados Derivados de Problemas de Fluxo Multiproduto em Métodos de Pontos Interiores

ABSTRACT

One of the approaches used to solve the linear system that arises at each iteration in the primal-dual interior points methods is reduce it to an equivalent symmetrical positive defined linear system, known as normal equation system and apply the factorization in the system matrix. The major disavantage of this approach is the filling generated during factorization, which may turn their use impractical for limited time and memory. In order, to deal with the fill-in problem in the Cholesky factorization, in this paper, we proposed an approach that solve directly approximate normal equations linear systems derived from the multiproduct commodity problems and apply some control over the filling.

Keywords:
Primal-dual; interior point methods; Cholesky factorization; Normal equations systems