The Cholesky factorization in interior point methods
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Publication:815247
DOI10.1016/j.camwa.2005.08.016zbMath1086.65061OpenAlexW1995213982MaRDI QIDQ815247
Publication date: 16 February 2006
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.camwa.2005.08.016
Numerical mathematical programming methods (65K05) Linear programming (90C05) Interior-point methods (90C51) Direct numerical methods for linear systems and matrix inversion (65F05)
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Uses Software
Cites Work
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- Stability of Augmented System Factorizations in Interior-Point Methods
- On free variables in interior point methods
- LOQO user's manual — version 3.10
- Modified Cholesky Factorizations in Interior-Point Algorithms for Linear Programming
- Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems
