A fast LU update for linear programming

DOI10.1007/BF02025534zbMath0784.90049MaRDI QIDQ1309856

Uwe H. Suhl, Leena M. Suhl

Publication date: 21 March 1994

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

simplex-based linear programming software; sparse matrix kernels

Mathematics Subject Classification ID

90C05: Linear programming

90-08: Computational methods for problems pertaining to operations research and mathematical programming

Related Items

On a dual method for a specially structured linear programming problem with application to stochastic programming, LPAKO: A Simplex-based Linear Programming Program, A survey of direct methods for sparse linear systems, Progress in the dual simplex algorithm for solving large scale LP problems: Techniques for a fast and stable implementation, Supernode processing of mixed-integer models, Numerical aspects in developing LP softwares, LPAKO and LPABO, Novel update techniques for the revised simplex method, Parallel distributed-memory simplex for large-scale stochastic LP problems, Progress in the dual simplex method for large scale LP problems: Practical dual phase 1 algorithms

Uses Software

• MOPS
• OSL

Cites Work

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• Solving staircase linear programs by the simplex method, 1: Inversion
• A sparsity-exploiting variant of the Bartels—Golub decomposition for linear programming bases
• Computing Sparse LU Factorizations for Large-Scale Linear Programming Bases
• The efficient solution of large-scale linear programming problems—some algorithmic techniques and computational results
• Updated triangular factors of the basis to maintain sparsity in the product form simplex method
• The simplex method of linear programming using LU decomposition