Fast Cholesky factorization for interior point methods of linear programming

DOI10.1016/0898-1221(95)00215-4zbMATH Open0879.90143OpenAlexW1965245026MaRDI QIDQ1361270FDOQ1361270

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

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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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Feature Article—Interior Point Methods for Linear Programming: Computational State of the Art
• Path-Following Methods for Linear Programming
• Title not available (Why is that?)
• A Supernodal Cholesky Factorization Algorithm for Shared-Memory Multiprocessors
• Efficient sparse matrix factorization on high performance workstations—exploiting the memory hierarchy

Cited In (17)

• Title not available (Why is that?)
• The BPMPD interior point solver for convex quadratic problems
• The augmented system variant of IPMs in two-stage stochastic linear programming computation
• Benchmarking interior point Lp/Qp solvers
• Modified controlled Cholesky factorization for preconditioning linear systems from the interior-point method
• Implementing cholesky factorization for interior point methods of linear programming
• Product-form Cholesky factorization in interior point methods for second-order cone programming
• RCHOL: Randomized Cholesky Factorization for Solving SDD Linear Systems
• The role of the augmented system in interior point methods
• The Cholesky factorization in interior point methods
• Detecting ``dense columns in interior point methods for linear programs
• Covering a convex 3D polytope by a minimal number of congruent spheres
• A product-form Cholesky factorization method for handling dense columns in interior point methods for linear programming
• IPM based sparse LP solver on a heterogeneous processor
• On the performance of the Cholesky factorization in interior point methods on Pentium 4 processors
• Constraint-softening in model predictive control with off-line-optimized admissible sets for systems with additive and multiplicative disturbances
• Solving quadratically constrained convex optimization problems with an interior-point method

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