Stable modification of explicitLU factors for simplex updates
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Publication:3692731
DOI10.1007/BF02591933zbMath0574.65057OpenAlexW1973589970MaRDI QIDQ3692731
S. P. J. Matthews, Roger Fletcher
Publication date: 1984
Published in: Mathematical Programming (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02591933
error analysisnumerical stabilityLU factorizationsimplex methodill-conditioned problemsNumerical resultspivotal strategiesexplicit modificationsimplex update
Factorization of matrices (15A23) Numerical mathematical programming methods (65K05) Linear programming (90C05) Direct numerical methods for linear systems and matrix inversion (65F05)
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A pivoting algorithm for linear programming with linear complementarity constraints ⋮ On error growth in the Bartels-Golub and Fletcher-Matthews algorithms for updating matrix factorizations ⋮ Degeneracy in the presence of roundoff errors ⋮ A splitting-free vorticity redistribution method ⋮ Stable algorithm for updating denseLUfactorization after row or column exchange and row and column addition or deletion ⋮ Unnamed Item ⋮ qpOASES: a parametric active-set algorithm for~quadratic programming ⋮ On the use of dense matrix techniques within sparse simplex ⋮ Sensitivity method for basis inverse representation in multistage stochastic linear programming problems ⋮ A reduced proximal-point homotopy method for large-scale non-convex BQP
Cites Work
- Triangular factors of modified matrices
- A stabilization of the simplex method
- A numerically stable form of the simplex algorithm
- The Elimination form of the Inverse and its Application to Linear Programming
- A Stable Algorithm for Updating Triangular Factors Under a Rank One Change
- Large-scale linear programming: Geometry, working bases and factorizations
- Updated triangular factors of the basis to maintain sparsity in the product form simplex method
- The simplex method of linear programming using LU decomposition
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