Preconditioning and iterative solution of symmetric indefinite linear systems arising from interior point methods for linear programming

We study the preconditioning of symmetric indefinite linear systems of equations that arise in interior point solution of linear optimization problems. The preconditioning method that we study exploits the block structure of the augmented matrix to design a similar block structure preconditioner to improve the spectral properties of the resulting preconditioned matrix so as to improve the convergence rate of the iterative solution of the system. We also propose a two-phase algorithm that takes advantage of the spectral properties of the transformed matrix to solve for the Newton directions in the interior-point method. Numerical experiments have been performed on some LP test problems in the NETLIB suite to demonstrate the potential of the preconditioning method discussed.

On the Behavior of the Homogeneous Self-Dual Model for Conic Convex Optimization

There is a natural norm associated with a starting point of the homogeneous self-dual (HSD) embedding model for conic convex optimization. In this norm two measures of the HSD model’s behavior are precisely controlled independent of the problem instance: (i) the sizes of ε-optimal solutions, and (ii) the maximum distance of ε-optimal solutions to the boundary of the cone of the HSD variables. This norm is also useful in developing a stopping-rule theory for HSD-based interior-point methods such as SeDuMi. Under mild assumptions, we show that a standard stopping rule implicitly involves the sum of the sizes of the ε-optimal primal and dual solutions, as well as the size of the initial primal and dual infeasibility residuals. This theory suggests possible criteria for developing starting points for the homogeneous self-dual model that might improve the resulting solution time in practice

Inspection Methods in Programming

The work reported here lies in the area of overlap between artificial intelligence software engineering. As research in artificial intelligence, it is a step towards a model of problem solving in the domain of programming. In particular, this work focuses on the routine aspects of programming which involve the application of previous experience with similar programs. I call this programming by inspection. Programming is viewed here as a kind of engineering activity. Analysis and synthesis by inspection area prominent part of expert problem solving in many other engineering disciplines, such as electrical and mechanical engineering. The notion of inspections methods in programming developed in this work is motivated by similar notions in other areas of engineering. This work is also motivated by current practical concerns in the area of software engineering. The inadequacy of current programming technology is universally recognized. Part of the solution to this problem will be to increase the level of automation in programming. I believe that the next major step in the evolution of more automated programming will be interactive systems which provide a mixture of partially automated program analysis, synthesis and verification. One such system being developed at MIT, called the programmer's apprentice, is the immediate intended application of this work. This report concentrates on the knowledge are of the programmer's apprentice, which is the form of a taxonomy of commonly used algorithms and data structures. To the extent that a programmer is able to construct and manipulate programs in terms of the forms in such a taxonomy, he may relieve himself of many details and generally raise the conceptual level of his interaction with the system, as compared with present day programming environments. Also, since it is practical to expand a great deal of effort pre-analyzing the entries in a library, the difficulty of verifying the correctness of programs constructed this way is correspondingly reduced. The feasibility of this approach is demonstrated by the design of an initial library of common techniques for manipulating symbolic data. This document also reports on the further development of a formalism called the plan calculus for specifying computations in a programming language independent manner. This formalism combines both data and control abstraction in a uniform framework that has facilities for representing multiple points of view and side effects.