Detecting ``dense columns in interior point methods for linear programs
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Cites work
- scientific article; zbMATH DE number 724214 (Why is no real title available?)
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- scientific article; zbMATH DE number 964349 (Why is no real title available?)
- A new polynomial-time algorithm for linear programming
- A product-form Cholesky factorization method for handling dense columns in interior point methods for linear programming
- Advanced preprocessing techniques for linear and quadratic programming
- An Approximate Minimum Degree Ordering Algorithm
- Benchmarking interior point Lp/Qp solvers
- Fast Cholesky factorization for interior point methods of linear programming
- Gigaflops in linear programming
- Multiple centrality corrections in a primal-dual method for linear programming
- On free variables in interior point methods
- On the performance of the Cholesky factorization in interior point methods on Pentium 4 processors
- Solving symmetric indefinite systems in an interior-point method for linear programming
- Some properties of the Hessian of the logarithmic barrier function
- Stability of Augmented System Factorizations in Interior-Point Methods
- Symmetric Quasidefinite Matrices
- Symmetric indefinite systems for interior point methods
- The BPMPD interior point solver for convex quadratic problems
- The Cholesky factorization in interior point methods
- The Factorization of Sparse Symmetric Indefinite Matrices
- The role of the augmented system in interior point methods
Cited in
(10)- On sparse matrix orderings in interior point methods
- A null-space approach for large-scale symmetric saddle point systems with a small and non zero \((2, 2)\) block
- Interior point methods 25 years later
- Enhancing Block Cimmino for Sparse Linear Systems with Dense Columns via Schur Complement
- Artificial-free simplex algorithm based on the non-acute constraint relaxation
- A boundary-point LP solution method and its application to dense linear programs
- 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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