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Implementations of affine scaling methods: Approximate solutions of systems of linear equations using preconditioned conjugate gradient methods. (English) Zbl 0782.90067
Summary: The conjugate gradient method has been proposed for solving the system of linear equations arising at each iteration of interior point methods. This paper studies several problems associated with developing such implementations. This includes development of a termination criterion, computation of an effective preconditioner, and the lack of positive definiteness of the matrix.

MSC:
90C05 Linear programming
90-08 Computational methods for problems pertaining to operations research and mathematical programming
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