Venansius Baryamureeba, Trond Steihaug

On solving large sparse linear systems arising from linear programming

• Broschiertes Buch

Produktbeschreibung

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.

Produktdetails

• Verlag: LAP Lambert Academic Publishing
• Seitenzahl: 128
• Erscheinungstermin: 12. Juli 2018
• Englisch
• Abmessung: 220mm x 150mm x 8mm
• Gewicht: 209g
• ISBN-13: 9783659763977
• ISBN-10: 3659763977
• Artikelnr.: 53358561

Autorenporträt

Professor 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.