Prior reduced fill-in in solving equations in interior point algorithms

DOI10.1016/0167-6377(92)90024-WzbMath0767.90044OpenAlexW2056574624MaRDI QIDQ1197902

Robert M. Freund, Robert J. Vanderbei, John R. Birge

Publication date: 16 January 1993

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(92)90024-w

zbMATH Keywords

interior-point algorithmsfactorizationreduced fill-in

Mathematics Subject Classification ID

Linear programming (90C05) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items

A predictor-corrector method for extended linear-quadratic programming ⋮ Efficient solution of two-stage stochastic linear programs using interior point methods ⋮ Computing Karmarkar's projections in stochastic linear programming ⋮ The role of the augmented system in interior point methods

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• A variation on Karmarkar’s algorithm for solving linear programming problems