Fast Cholesky factorization for interior point methods of linear programming

DOI10.1016/0898-1221(95)00215-4zbMath0879.90143OpenAlexW1965245026MaRDI QIDQ1361270

Csaba Meszaros

Publication date: 23 July 1997

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(95)00215-4

zbMATH Keywords

interior point methodCholesky decompositionsparse matrix computationsupernodeslarge scale linear programming

Mathematics Subject Classification ID

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

Related Items (9)

Detecting ``dense columns in interior point methods for linear programs ⋮ Covering a convex 3D polytope by a minimal number of congruent spheres ⋮ Constraint-softening in model predictive control with off-line-optimized admissible sets for systems with additive and multiplicative disturbances ⋮ Solving quadratically constrained convex optimization problems with an interior-point method ⋮ The augmented system variant of IPMs in two-stage stochastic linear programming computation ⋮ The role of the augmented system in interior point methods ⋮ The BPMPD interior point solver for convex quadratic problems ⋮ Benchmarking interior point Lp/Qp solvers ⋮ The Cholesky factorization in interior point methods

Cites Work

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• A Supernodal Cholesky Factorization Algorithm for Shared-Memory Multiprocessors
• Path-Following Methods for Linear Programming
• Feature Article—Interior Point Methods for Linear Programming: Computational State of the Art
• Efficient sparse matrix factorization on high performance workstations—exploiting the memory hierarchy

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