On solving large sparse linear systems arising from linear programming
(Sprache: Englisch)
This book in Computer Science is tailored towards solving the standard linear programming problem and the standard linear regression problem. First we p ose these problems as sequences of weighted linear systems We discuss a combination of a direct solver...
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This book in Computer Science is tailored towards solving the standard linear programming problem and the standard linear regression problem. First we p ose these problems as sequences of weighted linear systems We discuss a combination of a direct solver and an iterative solver for solving these sequences of weighted linear systems For this mixed solver approach a class of preconditioners based on low rank corrections is discussed and preconditioners constructed The choice of the low rank correction matrix is based on derived theoretical b ounds on the eigenvalues of the precondi toned matrix. In addition for linear programming we suggest a globally convergent in exact interior p oint algorithm Based on this algorithm we state a globally convergent mixed interior p oint algorithm that suits the class of preconditioners mentioned above. Furthermore for the case of linear regression we discuss another class of preconditioners based on downdating a constant factorized matrix at every iteration Also a new convex weighting function for linear regression is suggested and preconditioners based on this function discussed.
Autoren-Porträt von Venansius Baryamureeba, Trond Steihaug
Baryamureeba, VenansiusProfessor Venansius Baryamureeba was born on 18th May 1969. He is a Professor of Computer Science. He served as the 14th Vice Chancellor of Makerere University. He has received several awards and recognitions including: Golden Jubilee Medal of the Republic of Uganda (the highest honour bestowed on a non-head of state by the President of Uganda.
Bibliographische Angaben
- Autoren: Venansius Baryamureeba , Trond Steihaug
- 2018, 128 Seiten, Maße: 22 cm, Kartoniert (TB), Englisch
- Verlag: LAP Lambert Academic Publishing
- ISBN-10: 3659763977
- ISBN-13: 9783659763977
Sprache:
Englisch
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