A stable and sparsity exploiting LU factorization of the basis matrix in linear programming

DOI10.1016/0377-2217(86)90046-9zbMath0579.90064OpenAlexW1982680665MaRDI QIDQ1067993

Pierre Tolla

Publication date: 1986

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(86)90046-9

zbMATH Keywords

numerical stabilitytriangularizationmatrix sparsity

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Linear programming (90C05)

Related Items (1)

The double pivot simplex method

Cites Work

• Amélioration de la stabilité numérique d'algorithmes de résolution de programmes linéaires à matrices de contraintes clairsemées
• Updated triangular factors of the basis to maintain sparsity in the product form simplex method

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