Fast Cholesky factorization for interior
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C. MΓ©szΓ‘ros
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Article
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1996
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Elsevier Science
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English
β 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