Implementations of affine scaling methods: approximate solutions of systems of linear equations using preconditioned conjugate gradient methods

Sanjay Mehrotra*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

20 Scopus citations

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.

Original languageEnglish (US)
Pages (from-to)103-118
Number of pages16
JournalORSA journal on computing
Volume4
Issue number2
DOIs
StatePublished - Jan 1 1992

ASJC Scopus subject areas

  • Engineering(all)

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