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Eigenvalue Relations and Conditions of Matrices Arising in Linear Programming

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Abstract.

In this paper we prove relations between the eigenvalues of matrices that occur during the solution of linear programming problems with interior-point methods. We will present preconditioners for these matrices that preserve the relations and discuss the practical implications of our results when iterative linear solvers are used.

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  1. Fachbereich Mathematik, Universität Wuppertal, Gaußstraße 20, D-42097 Wuppertal, Germany, e-mail: korzak@math.uni-wuppertal.de , , , , , , DE

    J. Korzak

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  1. J. Korzak
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Received: March 4, 1998; revised August 31, 1998

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Korzak, J. Eigenvalue Relations and Conditions of Matrices Arising in Linear Programming. Computing 62, 45–54 (1999). https://doi.org/10.1007/s006070050012

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  • DOI: https://doi.org/10.1007/s006070050012

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