Computing Karmarkar projections quickly (Q1107438): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computing Karmarkar projections quickly |
scientific article |
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Computing Karmarkar projections quickly (English)
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1988
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The paper presents and investigates a numerical method for computing the projections for Karmarkar's algorithm for linear programming. A comparison is carried out with known methods that factor the matrix at each iteration. The numerical results obtained show that the proposed method promises advantages.
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Cholesky factorization
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computation of projections
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rank one updates
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sparsity
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Karmarkar's algorithm
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