The Elimination form of the Inverse and its Application to Linear Programming

From MaRDI portal
Publication:2778583

DOI10.1287/mnsc.3.3.255zbMath0995.90592OpenAlexW2087830284WikidataQ55952408 ScholiaQ55952408MaRDI QIDQ2778583

Harry M. Markowitz

Publication date: 22 October 2002

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.3.3.255



Related Items

iSIRA: integrated shift-invert residual Arnoldi method for graph Laplacian matrices from big data, Preconditioning Linear Least-Squares Problems by Identifying a Basis Matrix, Implementation of successive linear programming algorithms for non-convex goal programming, Sequential and parallel triangulating algorithms for elimination game and new insights on minimum degree, Parallel search paths for the simplex algorithm, A survey of the advances in the exploitation of the sparsity in the solution of large problems, Differential geometric treewidth estimation in adiabatic quantum computation, Method of fundamental solutions for 3D elasticity with body forces by coupling compactly supported radial basis functions, Parallel distributed-memory simplex for large-scale stochastic LP problems, Techniques for parallel manipulation of sparse matrices, Experiences with sparse matrix solvers in parallel ODE software, Graph Bisection with Pareto Optimization, A heuristic to generate rank-1 GMI cuts, Distance descending ordering method: an \(O(n)\) algorithm for inverting the mass matrix in simulation of macromolecules with long branches, Computational methods of linear algebra, A distributed memory parallel algorithm for the efficient computation of sensitivities of differential-algebraic systems, Design and Implementation of a Parallel Markowitz Threshold Algorithm, Reinversion with the preassigned pivot procedure, An efficient algorithm for sparse null space basis problem using ABS methods, Determining GUB sets via an invert agenda algorithm, A direct method for the solution of sparse linear least squares problems, Computing with sparse matrices, Extracting pure network submatrices in linear programs using signed graphs., Tractability of most probable explanations in multidimensional Bayesian network classifiers, State-of-the-Art Sparse Direct Solvers, Sparsity preserving preconditioners for linear systems in interior-point methods, Symbolic elimination in dynamic optimization based on block-triangular ordering, Some Results on Sparse Matrices, Quantum solutions for densest \(k\)-subgraph problems, Rotation-free Bernstein-Bézier elements for thin plates and shells -- development and validation, On the convergence of iterative solvers for polygonal discontinuous Galerkin discretizations, Differentiation of matrix functionals using triangular factorization, PACE Solver Description: Tree Depth with FlowCutter, Towards a cost-effective ILU preconditioner with high level fill, A Hierarchical Representation of the Inverse for Sparse Matrices, Implementing cholesky factorization for interior point methods of linear programming, Tree decomposition and discrete optimization problems: a survey, Treewidth computations. I: Upper bounds, Hierarchical partition—a new optimal pivoting algorithm, A survey of direct methods for sparse linear systems, Towards a practical parallelisation of the simplex method, Pivot selection and row ordering in Givens reduction on sparse matrices, A new approach for finding a basis for the splitting preconditioner for linear systems from interior point methods, A new sparse Gaussian elimination algorithm and the Niederreiter linear system for trinomials over \(\mathbb F_2\), Unnamed Item, Fill-ins number reducing direct solver designed for FIT-type matrix, The efficient solution of large-scale linear programming problems—some algorithmic techniques and computational results, On solving problems with sparse matrices, A class of first order factorization methods, Complete integration-by-parts reductions of the non-planar hexagon-box via module intersections, Решение систем линейных уравнений при вычислении логарифмов в конечном простом поле, A degeneracy exploiting LU factorization for the simplex method, Métodos tipo dual simplex para problemas de otimização linear canalizados e esparsos, Learning chordal extensions, New factorization codes for sparse, symmetric and positive definite matrices, Detecting embedded pure network structures in LP problems, Presolve Reductions in Mixed Integer Programming, Making sparse matrices sparser: Computational results, On the optimal stabilization of nonlinear systems, An Experimental Study of the Treewidth of Real-World Graph Data, A triangulation and fill-reducing initialization procedure for the simplex algorithm, Strategies for Fitting Large, Geostatistical Data in MCMC Simulation, Sparse Gaussian Elimination Modulo p: An Update, Maintaining LU factors of a general sparse matrix, Computational complexity of some intelligent computing systems, A primal partitioning approach for single and non-simultaneous multicommodity flow problems, Learning tractable Bayesian networks in the space of elimination orders, On the optimal choice of pivots for the Gaussian elimination, A desirable form for sparse matrices when computing their inverse in factored forms, An advanced implementation of the Dantzig—Wolfe decomposition algorithm for linear programming, Large-scale linear programming: Geometry, working bases and factorizations, Tree decompositions and social graphs, The impact of high-performance computing in the solution of linear systems: Trends and problems, Inverse matrix representation with one triangular array, Ordering algorithms for irreducible sparse linear systems, Recognizing badly presented \(Z\)-modules, Solving staircase linear programs by the simplex method, 1: Inversion, A sparsity-exploiting variant of the Bartels—Golub decomposition for linear programming bases, Solving symmetric indefinite systems in an interior-point method for linear programming, Stable modification of explicitLU factors for simplex updates, Updated triangular factors of the basis to maintain sparsity in the product form simplex method