Symbiosis between linear algebra and optimization
From MaRDI portal
Publication:1591197
DOI10.1016/S0377-0427(00)00408-8zbMath0964.65069OpenAlexW2151039367MaRDI QIDQ1591197
Publication date: 19 December 2000
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0377-0427(00)00408-8
Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)
Related Items
Interior-point solver for large-scale quadratic programming problems with bound constraints, On mutual impact of numerical linear algebra and large-scale optimization with focus on interior point methods, On a conjugate directions method for solving strictly convex QP problem
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A new polynomial-time algorithm for linear programming
- Error analysis of the Björck-Pereyra algorithms for solving Vandermonde systems
- Applications of second-order cone programming
- Computational results of an interior point algorithm for large scale linear programming
- Fast orthogonal decomposition of rank deficient Toeplitz matrices
- Decomposition of a symmetric matrix
- An interior point method for quadratic programs based on conjugate projected gradients
- Fast QR factorization of Vandermonde matrices
- Interior point methods of mathematical programming
- Stability analysis and fast algorithms for triangulation of Toeplitz matrices
- A QMR-based interior-point algorithm for solving linear programs
- Foreword to: Semidefinite programming
- Fast Toeplitz orthogonalization
- Gigaflops in linear programming
- Numerical methods for solving linear least squares problems
- A stabilization of the simplex method
- An approach to nonlinear programming
- Algorithms for confluent Vandermonde systems
- Fast Toeplitz Orthogonalization Using Inner Products
- Robust Regression Computation Using Iteratively Reweighted Least Squares
- Preconditioning of Truncated-Newton Methods
- Updating Quasi-Newton Matrices with Limited Storage
- The Least Squares Solution of Overdetermined Linear Equations Having Band or Augmented Band Structure
- Row-Action Methods for Huge and Sparse Systems and Their Applications
- A discrete Newton algorithm for minimizing a function of many variables
- Inexact Newton Methods
- Loss and Recapture of Orthogonality in the Modified Gram–Schmidt Algorithm
- Path-Following Methods for Linear Programming
- Implementations of Affine Scaling Methods: Approximate Solutions of Systems of Linear Equations Using Preconditioned Conjugate Gradient Methods
- Modifying Pivot Elements in Gaussian Elimination
- A Constructive Proof of the Brouwer Fixed-Point Theorem and Computational Results
- Quasi-Newton Methods, Motivation and Theory
- Algorithm 777: HOMPACK90
- BFGS with Update Skipping and Varying Memory
- On the Early History of the Singular Value Decomposition
- Feature Article—Interior Point Methods for Linear Programming: Computational State of the Art
- On Rank-Revealing Factorisations
- Computing Gradients in Large-Scale Optimization Using Automatic Differentiation
- A modified Schur-complement method for handling dense columns in interior-point methods for linear programming
- Solving Sparse Linear Systems with Sparse Backward Error
- Displacement Structure: Theory and Applications
- Historical Development of the Newton–Raphson Method
- Stability of Symmetric Ill-Conditioned Systems Arising in Interior Methods for Constrained Optimization
- Function minimization by conjugate gradients
- Robust Estimation of a Location Parameter
- A Note on the Least Squares Solution of a Band System of Linear Equations by Householder Reductions
- The simplex method of linear programming using LU decomposition
- The least squares problem and pseudo-inverses
- Direct Methods for Solving Symmetric Indefinite Systems of Linear Equations
- Perturbation theory for pseudo-inverses
- Methods of conjugate gradients for solving linear systems
- Robust Statistics
