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Könyv On solving large sparse linear systems arising from linear programming Venansius Baryamureeba

On solving large sparse linear systems arising from linear programming

Szerző: Venansius Baryamureeba, Trond Steihaug
Nyelv: Angol
Kötés: Puha kötésű
Kiadó: LAP Lambert Academic Publishing
Elérhetőség: Beszállítói készleten
Küldés 5-8 napon belül
20 757 Ft
This book in Computer Science is tailored towards solving the standard linear programming problem an...

Információk a könyvről

Szerző
Venansius Baryamureeba, Trond Steihaug
Nyelv
Angol
Kötés
Könyv - Puha kötésű
Kiadva
2018
oldal
128
EAN
9783659763977
Enbook ID
19874254
Kiadó
LAP Lambert Academic Publishing
Súly
209
Méretek
150 x 220 x 8

Teljes leírás

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.

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