Seminar Details:

LANS Informal Seminar
"Sparse linear algebra for interior point methods"

DATE: September 23, 2011

TIME: 10:30:00 - 11:30:00
SPEAKER: Ed Rothberg, Gurobi Optimization
LOCATION: Building 240, 4301, Argonne National Laboratory

Description:
Interior point methods rely heavily on sparse direct linear solvers for their performance and numerical robustness. For the most part, the sparse solvers are treated as black boxes; they are unaware that the linear systems come from an interior point method. This talk will consider how the needs of an interior point solver might influence the design and operation of the underlying sparse solver. We'll survey more integrated approaches that have been proposed in the literature, and discuss a few new ones. We will use empirical data from the Gurobi barrier solver to consider the potential scope for improvement.


 

Please send questions or suggestions to Debojyoti Ghosh: ghosh at mcs dot anl dot gov.