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Stabilization of Interior-Point Methods for Linear Programming

✍ Scribed by Vera V. Kovacevic-Vujcic; Miroslav D. Asic


Book ID
111562261
Publisher
Springer US
Year
1999
Tongue
English
Weight
85 KB
Volume
14
Category
Article
ISSN
0926-6003

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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