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A Cholesky dual method for proximal piecewise linear programming

✍ Scribed by Krzysztof C. Kiwiel


Publisher
Springer-Verlag
Year
1994
Tongue
English
Weight
239 KB
Volume
68
Category
Article
ISSN
0029-599X

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Fast Cholesky factorization for interior
✍ C. MΓ©szΓ‘ros πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 366 KB

Every iteration of an interior point method of large scale linear programming requires computing at least one orthogonal projection. In practice, Cholesky decomposition seems to be the most efficient and sufficiently stable method. We studied the 'column oriented' or 'left looking' sparse variant of