Modified Cholesky Factorizations in Interior-Point Algorithms for Linear Programming (Q4702328)
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scientific article; zbMATH DE number 1368658
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English | Modified Cholesky Factorizations in Interior-Point Algorithms for Linear Programming |
scientific article; zbMATH DE number 1368658 |
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Modified Cholesky Factorizations in Interior-Point Algorithms for Linear Programming (English)
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24 November 1999
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interior-point algorithms
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Cholesky factorization
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matrix perturbations
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error analysis
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numerical examples
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linear programming
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