Preconditioning and deflation techniques for interior point methods

28 January 2014
14:00
Rachael Tappenden
Abstract

The accurate and efficient solution of linear systems $Ax=b$ is very important in many engineering and technological applications, and systems of this form also arise as subproblems within other algorithms. In particular, this is true for interior point methods (IPM), where the Newton system must be solved to find the search direction at each iteration. Solving this system is a computational bottleneck of an IPM, and in this talk I will explain how preconditioning and deflation techniques can be used, to lessen this computational burden.  This work is joint with Jacek Gondzio.

• Numerical Analysis Group Internal Seminar