Agradeço imensamente a orientação do Prof. Aurelio e da Profa. Carla, pelo apoio, pela paciência, pelo auxílio prestado através de suas sugestões e por sempre estarem dispostos a discutirem sobre os assuntos desta tese.À Deus, por estar sempre abençoando minha vida, me amparando nesta jornada.Aos meus pais, Sérgio e Luci, a minha irmã Larissa que sempre me apoiaram.À Yuri por sempre estar do meu lado, me ajudando a superar todos os obstáculos.Aos professores da banca pelas sugestões que ajudaram a melhorar a redação final do manuscrito.
ABSTRACT. Interior point methods have been widely used to determine the solution of large-scale linear programming problems. The predictor-corrector method stands out among all variations of interior point methods due to its efficiency and fast convergence. In each iteration it is necessary to solve two linear systems to determine the predictor-corrector direction. Solving such systems corresponds to the step which requires more processing time, and therefore, it should be done efficiently. The most common approach to solve them is the Cholesky factorization. However, Cholesky factorization demands a high computational effort in each iteration. Thus, searching for effort reduction, the continued iteration is proposed. This technique consists in determining a new direction through projection of the search direction and it was inserted into PCx code. The computational results regarding medium and large-scale problems, have indicated a good performance of the proposed approach in comparison with the predictor-corrector method.
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