Sistemas Lineares Aproximados Derivados de Problemas de Fluxo Multiproduto em Métodos de Pontos Interiores

Luciana Yoshie Tsuchiya, Aurelio Ribeiro Leite de Oliveira

Abstract


Uma das abordagens utilizadas para resolver o sistema linear que surge a cada iteração nos métodos de pontos interiores primal-dual é reduzi-lo a um sistema linear equivalente simétrico definido positivo, conhecido como sistema de equações normais, e aplicar a fatoração de Cholesky na matriz do sistema.

A grande  desvantangem desta abordagem é o preenchimento gerado durante a fatoração, o que pode tornar seu uso inviável, por limitação de tempo e memória. Com o intuito de contornar o problema de preenchimento gerado na fatoração de Cholesky, neste trabalho, estamos propondo uma abordagem que resolve de forma direta sistemas lineares aproximados do sistema de equações normais derivados de problemas de fluxo multiproduto e que exerce um certo controle sobre o preenchimento.

Keywords


Método de pontos interiores primal-dual;Fatoração de Cholesky; Sistema de Equações Normais.

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DOI: http://dx.doi.org/10.5540/tema.2017.018.01.0139

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TEMA - Trends in Applied and Computational Mathematics

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