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  1. NIIテクニカル・レポート

NII Technical Report (NII-2016-003E):Implementation of Interior-Point Methods for LP Based on Krylov Subspace Iterative Solvers with Inner-Iteration Preconditioning

https://doi.org/10.20736/0002000335
https://doi.org/10.20736/0002000335
921d48d5-a06b-4d4e-8490-2b9196efabf0
名前 / ファイル ライセンス アクション
16-003E.pdf NII Technical Report (NII-2016-003E):Implementation of Interior-Point Methods for LP Based on Krylov Subspace Iterative Solvers with Inner-Iteration Preconditioning (662 KB)
Item type レポート / Report(1)
公開日 2022-06-08
タイトル
言語 en
タイトル NII Technical Report (NII-2016-003E):Implementation of Interior-Point Methods for LP Based on Krylov Subspace Iterative Solvers with Inner-Iteration Preconditioning
言語
言語 eng
キーワード
言語 ja
主題Scheme Other
主題 テクニカルレポート
キーワード
言語 en
主題Scheme Other
主題 Technical Report
資源タイプ
資源 http://purl.org/coar/resource_type/c_6501
タイプ departmental bulletin paper
ID登録
ID登録 10.20736/0002000335
ID登録タイプ JaLC
著者 Cui, Yiran

× Cui, Yiran

en Cui, Yiran

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保國, 惠一

× 保國, 惠一

ja 保國, 惠一

en Morikuni, Keiichi

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土谷, 隆

× 土谷, 隆

ja 土谷, 隆

en Tsuchiya, Takashi

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速水, 謙

× 速水, 謙

ja 速水, 謙

en Hayami, Ken

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抄録
内容記述タイプ Abstract
内容記述 We apply novel inner-iteration preconditioned Krylov subspace methods to the interior-point algorithm for linear programming (LP). Inner-iteration preconditioners recently proposed by Morikuni and Hayami enable us to overcome the severe ill-conditioning of linear equations solved in the final phase of interior-point iterations. The employed Krylov subspace methods do not suffer from rank-deficiency and therefore no preprocessing is necessary even if rows of the constraint matrix are not linearly independent. Extensive numerical experiments are conducted over diverse instances of 125 LP problems including Netlib, QAPLIB, and Mittelmann’s collections. The number of variables of the largest problem is 434,580. It turns out that our implementation is more stable and robust than the standard public domain solvers SeDuMi (Self-Dual Minimization) and SDPT3 (Semidefinite Programming Toh-Todd-Tütüncü) without increasing CPU time. As far as we know, this is the first result that an interior-point method entirely based on iterative solvers succeed in solving a fairly large number of standard LP instances from benchmark libraries under the standard stopping criteria.
言語 en
書誌情報 ja : NIIテクニカル・レポート
en : NII Technical Report

p. 1-27, 発行日 2016-05-10
出版者
言語 ja
出版者 国立情報学研究所
ISSN
収録物識別子タイプ ISSN
収録物識別子 1346-5597
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