한국국방경영분석학회지 (Journal of the military operations research society of Korea)
- 제24권1호
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- Pages.146-156
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- 1998
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- 1229-9898(pISSN)
네트워크 문제에서 내부점 방법의 활용 (내부점 선형계획법에서 효율적인 공액경사법)
Interior Point Methods for Network Problems (An Efficient Conjugate Gradient Method for Interior Point Methods)
초록
Cholesky factorization is known to be inefficient to problems with dense column and network problems in interior point methods. We use the conjugate gradient method and preconditioners to improve the convergence rate of the conjugate gradient method. Several preconditioners were applied to LPABO 5.1 and the results were compared with those of CPLEX 3.0. The conjugate gradient method shows to be more efficient than Cholesky factorization to problems with dense columns and network problems. The incomplete Cholesky factorization preconditioner shows to be the most efficient among the preconditioners.
키워드