Wednesday, October 29

The Solution of Linear Systems Arising in Interior Methods for Optimization

1:30 PM-2:30 PM
Chair: Nicholas J. Higham, University of Manchester, United Kingdom
Ballroom 3

Almost all interior methods need to solve a sequence of large sparse unsymmetric linear systems in the primal and dual variables.

A common approach is to use block elimination to derive a symmetric reduced system that is positive semidefinite (at least at a solution).

The speaker will focus on alternative approaches that solve a symmetric indefinite system that is larger than the reduced system while being more sparse.

Philip E. Gill
Department of Mathematics
University of California, San Diego

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MMD, 8/13/97