Numerical Factorization Methods for Interior Point Algorithms

DOI10.1287/IJOC.6.1.94MaRDI QIDQ4291503zbMATH OpenOpenAlexFDO

Authors Ho-Won Jung, Roy E. Marsten, Matthew J. Saltzman

Publication date 10 May 1994

Published in ORSA Journal on Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/ijoc.6.1.94

zbMATH Keywords

equivalent sparse matrix reorderingfactorization stepinterior point algorithmsloop unrollingprimal-dual barrier algorithm

Mathematics Subject Classification ID

Linear programming (90C05) Large-scale problems in mathematical programming (90C06)

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Cited in

(13)

• Prior reduced fill-in in solving equations in interior point algorithms
• Dynamic factorization in large-scale optimization
• Recovering an optimal LP basis from an interior point solution
• Fast Cholesky factorization for interior point methods of linear programming
• On the performance of the Cholesky factorization in interior point methods on Pentium 4 processors
• On the implementation of interior point methods for dual-core platforms
• IPM based sparse LP solver on a heterogeneous processor
• Implementing cholesky factorization for interior point methods of linear programming
• scientific article; zbMATH DE number 1187129 (Why is no real title available?)
• scientific article; zbMATH DE number 724214 (Why is no real title available?)
• Splitting dense columns of constraint matrix in interior point methods for large scale linear programming¹¹The results discussed in the paper have been obtained when the author was staying at LAMSADE, University of Paris Dauphine, Place du Marechal de Lattre de Tassigny, 75775 Paris Cedex 16, France$ef:²²A preliminary version of the paper has been presented at the Applied Mathematical Programming and Modelling Symposium APMOD’91 in London, January 14-…
• An Infinitely Summable Series Implementation of Interior Point Methods
• Decomposed block Cholesky factorization in the Karmarkar algorithm. Solving a class of super large LP problems

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