𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A unified view of interior point methods for linear programming

✍ Scribed by David F. Shanno; Ansuman Bagchi


Book ID
112669506
Publisher
Springer US
Year
1990
Tongue
English
Weight
727 KB
Volume
22
Category
Article
ISSN
0254-5330

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


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