Fast Cholesky factorization for interior point methods of linear programming

DOI10.1016/0898-1221(95)00215-4MaRDI QIDQ1361270zbMATH OpenOpenAlexFDO

Authors Csaba Mészáros

Publication date 23 July 1997

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0898-1221(95)00215-4

zbMATH Keywords

Cholesky decompositioninterior point methodsparse matrix computationsupernodeslarge scale linear programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Large-scale problems in mathematical programming (90C06)

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• Implementing cholesky factorization for interior point methods of linear programming
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• The Cholesky factorization in interior point methods

Cites work

• scientific article; zbMATH DE number 3816913 (Why is no real title available?)
• scientific article; zbMATH DE number 724214 (Why is no real title available?)
• scientific article; zbMATH DE number 194668 (Why is no real title available?)
• A Supernodal Cholesky Factorization Algorithm for Shared-Memory Multiprocessors
• Efficient sparse matrix factorization on high performance workstations—exploiting the memory hierarchy
• Feature Article—Interior Point Methods for Linear Programming: Computational State of the Art
• Path-Following Methods for Linear Programming

Cited in

(17)

• The role of the augmented system in interior point methods
• Product-form Cholesky factorization in interior point methods for second-order cone programming
• Implementing cholesky factorization for interior point methods of linear programming
• Detecting ``dense columns in interior point methods for linear programs
• Covering a convex 3D polytope by a minimal number of congruent spheres
• The Cholesky factorization in interior point methods
• Benchmarking interior point Lp/Qp solvers
• The augmented system variant of IPMs in two-stage stochastic linear programming computation
• Modified controlled Cholesky factorization for preconditioning linear systems from the interior-point method
• Constraint-softening in model predictive control with off-line-optimized admissible sets for systems with additive and multiplicative disturbances
• A product-form Cholesky factorization method for handling dense columns in interior point methods for linear programming
• scientific article; zbMATH DE number 5015748 (Why is no real title available?)
• IPM based sparse LP solver on a heterogeneous processor
• On the performance of the Cholesky factorization in interior point methods on Pentium 4 processors
• Solving quadratically constrained convex optimization problems with an interior-point method
• The BPMPD interior point solver for convex quadratic problems
• RCHOL: Randomized Cholesky Factorization for Solving SDD Linear Systems

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