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Adaptive use of iterative methods in predictor–corrector interior point methods for linear programming

✍ Scribed by Weichung Wang; Dianne P. O'Leary


Book ID
110350462
Publisher
Springer US
Year
2000
Tongue
English
Weight
134 KB
Volume
25
Category
Article
ISSN
1017-1398

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Fast Cholesky factorization for interior
✍ C. Mészáros 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 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