Condition numbers, the barrier method, and the conjugate-gradient method

被引：30
|
作者：
Renegar, J
机构：
[1] College of Engineering, School of Operations Research, Cornell University, Ithaca
来源：
SIAM JOURNAL ON OPTIMIZATION | 1996年 / 6卷 / 04期
关键词：
condition number; interior-point method; barrier method; conjugate-gradient method; linear programming; complexity theory;
D O I：
10.1137/S105262349427532X
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We show that the condition numbers of the systems of linear equations arising during application of an interior-point method can be nicely bounded in terms of a quantity which is naturally interpreted as the condition number of the system of inequalities to which the method is being applied. We rely on the bound to analyze the efficiency of the conjugate-gradient method in approximately solving the linear equations.
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页码：879 / 912
页数：34
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