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LANS Informal Seminar: Ed Rothberg
September 23, 2011 @ 10:30 CDT
Seminar Title: Sparse linear algebra for interior point methods
Speaker: Ed Rothberg, Gurobi Optimization
Date/Time: 2011-09-23 10:30
Location: Building 240, 4301
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.