A product-form Cholesky factorization method for handling dense columns in interior point methods for linear programming
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Publication:1424285
DOI10.1007/s10107-003-0377-7zbMath1055.90090OpenAlexW1986502734MaRDI QIDQ1424285
Donald Goldfarb, Katya Scheinberg
Publication date: 11 March 2004
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-003-0377-7
Numerical mathematical programming methods (65K05) Linear programming (90C05) Interior-point methods (90C51)
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