Monday, May 20
4:50-6:50 PM
Esquinalt

MS13
Linear Algebra for Interior Point Methods

This minisymposium will focus on computational linear algebra for interior point methods. Interior point methods are now the preferred approach to largescale structured linear programming problems. Almost all the computational work associated with these methods is finding the Newton step, which requires solution of a system of linear equations with special structure. These equations can be written in socalled ``KKT'' form and also as weighted least squares problems, and they can be highly illconditioned. The speakers in this minisymposium will discuss recent advances in the development of efficient and stable algorithms for determining the Newton step.

Organizer: Stephen A. Vavasis
Cornell University

Stable Solution of Weighted Least Squares for Near-Degenerate Linear
Pro-gramming Problems
Patricia Hough, Cornell University and S. Vavaris, Organizer
Preconditioners and the Iterative Solution of the Linearized KKT-Systems in
Linear Programming
Florian Jarre, UniversitĄt Wurzburg, Germany; and Roland Freund,
Massachusetts Insitute of Technology
Solution of KKT Systems within OSL's Barrier Algorithm
Michael Saunders, Stanford University; and J. Tomlin, IBM Almaden Research Center
Finite Precision Effects in Interior-Point Methods
Stephen Wright, Argonne National Laboratory

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LMH, 3/15/96