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Superlinear convergence of infeasible-interior-point methods for linear programming

✍ Scribed by Yin Zhang; Detong Zhang


Publisher
Springer-Verlag
Year
1994
Tongue
English
Weight
857 KB
Volume
66
Category
Article
ISSN
0025-5610

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Fast Cholesky factorization for interior
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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