A Block-$LU$ Update for Large-Scale Linear Programming

DOI10.1137/0613016zbMath0753.65050OpenAlexW1995414951MaRDI QIDQ3988985

Michael A. Saunders, Samuel K. Eldersveld

Publication date: 28 June 1992

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0613016

zbMATH Keywords

stabilitynumerical experimentsupdatingsimplex methodtest problemsmatrix factorizationblock-LU updatelarge sparse linear programming problem

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Linear programming (90C05) Direct numerical methods for linear systems and matrix inversion (65F05)

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