Detecting ``dense columns in interior point methods for linear programs
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Publication:2643620
DOI10.1007/S10589-006-9008-6zbMATH Open1148.90353OpenAlexW2051222185MaRDI QIDQ2643620FDOQ2643620
Authors: Csaba Mészáros 
Publication date: 27 August 2007
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-006-9008-6
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Cites Work
- Symmetric Quasidefinite Matrices
- Title not available (Why is that?)
- A new polynomial-time algorithm for linear programming
- An Approximate Minimum Degree Ordering Algorithm
- The Factorization of Sparse Symmetric Indefinite Matrices
- Stability of Augmented System Factorizations in Interior-Point Methods
- Advanced preprocessing techniques for linear and quadratic programming
- Multiple centrality corrections in a primal-dual method for linear programming
- Title not available (Why is that?)
- On free variables in interior point methods
- The BPMPD interior point solver for convex quadratic problems
- The Cholesky factorization in interior point methods
- Symmetric indefinite systems for interior point methods
- The role of the augmented system in interior point methods
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- On the performance of the Cholesky factorization in interior point methods on Pentium 4 processors
- A product-form Cholesky factorization method for handling dense columns in interior point methods for linear programming
- Solving symmetric indefinite systems in an interior-point method for linear programming
- Some properties of the Hessian of the logarithmic barrier function
- Fast Cholesky factorization for interior point methods of linear programming
- Benchmarking interior point Lp/Qp solvers
- Gigaflops in linear programming
Cited In (10)
- A null-space approach for large-scale symmetric saddle point systems with a small and non zero \((2, 2)\) block
- On sparse matrix orderings in interior point methods
- Interior point methods 25 years later
- Enhancing Block Cimmino for Sparse Linear Systems with Dense Columns via Schur Complement
- A boundary-point LP solution method and its application to dense linear programs
- Artificial-free simplex algorithm based on the non-acute constraint relaxation
- A product-form Cholesky factorization method for handling dense columns in interior point methods for linear programming
- Prior reduced fill-in in solving equations in interior point algorithms
- 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-…
- A Computational Study of Using Black-box QR Solvers for Large-scale Sparse-dense Linear Least Squares Problems
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