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The cholesky factorization in interior point methods

✍ Scribed by C. Mészáros


Book ID
108076997
Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
567 KB
Volume
50
Category
Article
ISSN
0898-1221

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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