Computing Karmarkar projections quickly (Q1107438): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 02:01, 31 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computing Karmarkar projections quickly |
scientific article |
Statements
Computing Karmarkar projections quickly (English)
0 references
1988
0 references
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.
0 references
Cholesky factorization
0 references
computation of projections
0 references
rank one updates
0 references
sparsity
0 references
Karmarkar's algorithm
0 references
