A stabilization of the simplex method
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Cites work
- Applications of Linear Programming to Numerical Analysis
- Compatibility of approximate solution of linear equations with given error bounds for coefficients and right-hand sides
- Computable Error Bounds for Direct Solution of Linear Equations
- Error Analysis of Direct Methods of Matrix Inversion
- Error control in the simplex-technique
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- Techniques for automatic tolerance control in linear programming
Cited in
(30)- The use of mass balances to test and improve the estimates of carbon fluxes in an ecosystem
- On error growth in the Bartels-Golub and Fletcher-Matthews algorithms for updating matrix factorizations
- The simplex method is not always well behaved
- Assessing a set of additive utility functions for multicriteria decision- making, the UTA method
- Symbiosis between linear algebra and optimization
- A phase-1 approach for the generalized simplex algorithm
- Maintaining LU factors of a general sparse matrix
- A projective simplex algorithm using LU decomposition
- Solving second-order conic systems with variable precision
- Novel update techniques for the revised simplex method
- Hyper-sparsity in the revised simplex method and how to exploit it
- Solving linear programs with finite precision. II: Algorithms
- A numerically stable form of the simplex algorithm
- A numerically stable reduced-gradient type algorithm for solving large- scale linearly constrained minimization problems
- Métodos tipo dual simplex para problemas de otimização linear canalizados e esparsos
- Sign consistent linear programming problems
- Large-scale linear programming: Geometry, working bases and factorizations
- Stable modification of explicitLU factors for simplex updates
- On the Numerical Stability of Simplex-Algorithms
- A practicable steepest-edge simplex algorithm
- An implementation of the simplex method for linear programming problems with variable upper bounds
- Solving staircase linear programs by the simplex method, 1: Inversion
- A sparsity-exploiting variant of the Bartels—Golub decomposition for linear programming bases
- An alternate implementation of Goldfarb's minimization algorithm
- On the Bartels—Golub decomposition for linear programming bases
- Large-scale linearly constrained optimization
- Stable algorithm for updating denseLUfactorization after row or column exchange and row and column addition or deletion
- Round-off estimates for second-order conic feasibility problems
- The double pivot simplex method
- Verified Linear Programming through Tolerance-Aware Precision Boosting
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