A New Approach to the Splitting Factor Preconditioner Applied to Linear Programming Problems

Abstract

In this paper, we present the results of a new approach to the splitting factor preconditioner, which is a preconditioner based on the Incomplete Cholesky factorization and the splitting preconditioner. In previous work for small linear programming problems, the preconditioner was applied in all iterations of the interior point method and compared with the splitting preconditioner also applied in all iterations. In this paper, we will do a hybrid approach, in which in the first iterations the preconditioner is the Incomplete Cholesky Factorization, and in the last iterations, the preconditioner used is the splitting factor preconditioner or the splitting preconditioner. The results obtained show that even in the hybrid approach, the splitting factor preconditioner achieved better performance.