Splitting dense columns in sparse linear systems

DOI10.1016/0024-3795(91)90269-3zbMath0727.65034OpenAlexW2093058960MaRDI QIDQ803727

Robert J. Vanderbei

Publication date: 1991

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0024-3795(91)90269-3

zbMATH Keywords

linear programmingsparse matrixinterior-point methodsnon-symmetric matricessplitting dense columns

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical mathematical programming methods (65K05)

Related Items (12)

Enhancing Block Cimmino for Sparse Linear Systems with Dense Columns via Schur Complement ⋮ A Schur complement approach to preconditioning sparse linear least-squares problems with some dense rows ⋮ A Computational Study of Using Black-box QR Solvers for Large-scale Sparse-dense Linear Least Squares Problems ⋮ Revisiting compressed sensing: exploiting the efficiency of simplex and sparsification methods ⋮ SOLVING LARGE SCALE LINEAR PROGRAMMING PROBLEMS USING AN INTERIOR POINT METHOD ON A MASSIVELY PARALLEL SIMD COMPUTER ⋮ Matrix enlarging methods and their application ⋮ Solving Mixed Sparse-Dense Linear Least-Squares Problems by Preconditioned Iterative Methods ⋮ Matrix stretching for sparse least squares problems ⋮ Fast Fourier optimization ⋮ Splitting dense columns of constraint matrix in interior point methods for large scale linear programming¹¹The results discussed in the paper have been obtained when the author was staying at LAMSADE, University of Paris Dauphine, Place du Marechal de Lattre de Tassigny, 75775 Paris Cedex 16, France$ef:²²A preliminary version of the paper has been presented at the Applied Mathematical Programming and Modelling Symposium APMOD’91 in London, January 14-… ⋮ Sparse Stretching for Solving Sparse-Dense Linear Least-Squares Problems ⋮ Solving symmetric indefinite systems in an interior-point method for linear programming

Uses Software

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Cites Work

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• Formulating Two-Stage Stochastic Programs for Interior Point Methods
• On Implementing Mehrotra’s Predictor–Corrector Interior-Point Method for Linear Programming
• An Implementation of a Primal-Dual Interior Point Method for Linear Programming
• Data Structures and Programming Techniques for the Implementation of Karmarkar's Algorithm
• Implementation of a Dual Affine Interior Point Algorithm for Linear Programming
• Further Development of a Primal-Dual Interior Point Method
• Implementations of Affine Scaling Methods: Approximate Solutions of Systems of Linear Equations Using Preconditioned Conjugate Gradient Methods
• ALPO: Another Linear Program Optimizer

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