The Cholesky factorization in interior point methods (Q815247)

The author studies the Cholesky factorization of symmetric positive definite matrices. The article begins with an introduction to the Cholesky factorization and its applications in computing, for instance the development of interior point methods in linear optimization. Then it proceeds in describing the innovation of the suggested method, which includes a modified method for Cholesky factorization to take into consideration the special properties of the matrices that arise in interior point optimization algorithms. This very interesting article concludes with a section containing computational results and a discussion on future extensions of the proposed techniques.