A modified Schur-complement method for handling dense columns in interior-point methods for linear programming (Q4371101)

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scientific article; zbMATH DE number 1101860
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A modified Schur-complement method for handling dense columns in interior-point methods for linear programming
scientific article; zbMATH DE number 1101860

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    A modified Schur-complement method for handling dense columns in interior-point methods for linear programming (English)
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    12 March 1998
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    Cholesky factorization
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    interior point methods
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    linear programming
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    least squares problem
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    normal equations
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    Schur complement
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    numerical results
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