Numerically stable LDLT factorizations in interior point methods for convex quadratic programming (Q3543422): Difference between revisions
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Latest revision as of 22:39, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerically stable LDLT factorizations in interior point methods for convex quadratic programming |
scientific article |
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Numerically stable LDLT factorizations in interior point methods for convex quadratic programming (English)
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2 December 2008
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product-form LDL\(^{\text T}\) factorization
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Cholesky factorization
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convex quadratic programming
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interior point methods
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normal equations
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support vector machines
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portfolio optimization
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