The open archive for STFC research publications
Full Record Details
Experiments using incomplete Cholesky factorization preconditioners for saddle-point systems arising in interior-point methods
J Scott (STFC Rutherford Appleton Lab.)
In the last couple of years there has been renewed interest in using a 3 x 3 block formulation of the symmetric indefinite sparse linear systems that arise from interior-point methods for quadratic optimization. This report presents a comparative study of factorizing the 2 x 2 and 3 x 3 block forms within an interior-point solver. We consider a sparse direct solver and then focus on using a new signed incomplete Cholesky factorization as a preconditioner for an iterative solver. The results confirm that the smaller 2 x 2 formulation should be used for the direct solver but for the iterative method, there is no conclusive winner.
sparse linear systems,
incomplete Cholesky factorization.
indefinite symmetric systems,
AMS(MOS) subject classifications: 65F05, 65F50
Showing record 1 of 1
Login to Add and Manage Publications
Chadwick & RAL Libraries
Terms & conditions
Science and Technology Facilities Council
Switchboard: 01793 442000