Stability of Augmented System Factorizations in Interior-Point Methods
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Publication:3126197
DOI10.1137/S0895479894271093zbMath0878.65041OpenAlexW1984633545WikidataQ114073907 ScholiaQ114073907MaRDI QIDQ3126197
Publication date: 14 December 1997
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0895479894271093
stabilitylinear programmingnumerical experimentsill-conditioned linear systemsprimal-dual interior-point methodsbackward error analysisfactorization algorithmsaugmented system factorizationslarge, sparse and symmetric matrix
Numerical mathematical programming methods (65K05) Linear programming (90C05) Direct numerical methods for linear systems and matrix inversion (65F05)
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