An Infinitely Summable Series Implementation of Interior Point Methods

DOI10.1287/MOOR.20.3.597MaRDI QIDQ4864875zbMATH OpenOpenAlexFDO

Authors Romesh Saigal

Publication date 16 September 1996

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.20.3.597

zbMATH Keywords

interior point methodssparse Cholesky factorizationdual affine scaling methodChebychev approximationsconjugate gradient type iterative method

Mathematics Subject Classification ID

Linear programming (90C05)

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