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Implementing Recycling Methods for Linear Systems in Python with an Application to Multiple Objective Optimization
Feb. 27, 2024, 5:42 a.m. | Ainara Garcia, Sihong Xie, Arielle Carr
cs.LG updates on arXiv.org arxiv.org
Abstract: Sequences of linear systems arise in the predictor-corrector method when computing the Pareto front for multi-objective optimization. Rather than discarding information generated when solving one system, it may be advantageous to recycle information for subsequent systems. To accomplish this, we seek to reduce the overall cost of computation when solving linear systems using common recycling methods. In this work, we assessed the performance of recycling minimum residual (RMINRES) method along with a map between coefficient …
abstract application arxiv computing cs.lg cs.na generated information linear math.na multi-objective multiple optimization pareto python recycling systems type
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