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, Volume 16, Issue 4, pp 401–410 | Cite as

Using groups in the splitting preconditioner computation for interior point methods

  • Luciana CasacioEmail author
  • Aurelio R. L. Oliveira
  • Christiano Lyra
Research Paper
  • 127 Downloads

Abstract

Interior point methods usually rely on iterative methods to solve the linear systems of large scale problems. The paper proposes a hybrid strategy using groups for the preconditioning of these iterative methods. The objective is to solve large scale linear programming problems more efficiently by a faster and robust computation of the preconditioner. In these problems, the coefficient matrix of the linear system becomes ill conditioned during the interior point iterations, causing numerical difficulties to find a solution, mainly with iterative methods. Therefore, the use of preconditioners is a mandatory requirement to achieve successful results. The paper proposes the use of a new columns ordering for the splitting preconditioner computation, exploring the sparsity of the original matrix and the concepts of groups. This new preconditioner is designed specially for the final interior point iterations; a hybrid approach with the controlled Cholesky factorization preconditioner is adopted. Case studies show that the proposed methodology reduces the computational times with the same quality of solutions when compared to previous reference approaches. Furthermore, the benefits are obtained while preserving the sparse structure of the systems. These results highlight the suitability of the proposed approach for large scale problems.

Keywords

Hybrid preconditioners Iterative methods Interior point methods Linear programming Splitting preconditioner 

Mathematics Subject Classification

Interior Point Methods 90C51 

Notes

Acknowledgements

The authors would like to thank FAPESP (Fundação de Amparo a Pequisa do Estado de São Paulo) and CNPq (Conselho Nacional de Desenvolvimento Científico e Tecnológico) for their support.

Compliance with ethical standards

Conflicts of interest

All authors declare that they have no conflict of interest.

Ethical standard

This article does not contain any studies with human participants or animals performed by any of the authors.

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Copyright information

© Springer-Verlag GmbH Germany, part of Springer Nature 2018

Authors and Affiliations

  • Luciana Casacio
    • 1
    Email author
  • Aurelio R. L. Oliveira
    • 2
  • Christiano Lyra
    • 3
  1. 1.CEMFederal University of Paraná (UFPR)Pontal do ParanáBrazil
  2. 2.Department of Applied Mathematics, IMEECUniversity of Campinas (UNICAMP)CampinasBrazil
  3. 3.School of Electrical and Computer EngineeringUniversity of Campinas (UNICAMP)CampinasBrazil

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