A Block-LU Update for Large-Scale Linear Programming

DOI10.1137/0613016MaRDI QIDQ3988985zbMATHOpenAlexFDO

Authors Samuel K. Eldersveld, Michael A. Saunders

Publication date 28 June 1992

Published in SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0613016

zbMATH Keywords

matrix factorizationstabilitynumerical experimentssimplex methodupdatingtest problemsblock-LU updatelarge sparse linear programming problem

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Direct numerical methods for linear systems and matrix inversion (65F05) Computational methods for sparse matrices (65F50) Linear programming (90C05) Large-scale problems in mathematical programming (90C06)

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Cited in

(22)

• Computing Sparse LU Factorizations for Large-Scale Linear Programming Bases
• Updating the Triangular Factorization of a Matrix
• A simplex method algorithm using a double basis
• Methods for convex and general quadratic programming
• Complexity of branch-and-bound and cutting planes in mixed-integer optimization. II
• A reduced proximal-point homotopy method for large-scale non-convex BQP
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• An efficient basis update for asymptotic linear programming
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• Novel update techniques for the revised simplex method
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• The double pivot simplex method
• Approximating polyhedra with sparse inequalities
• A factorization with update procedures for a KKT matrix arising in direct optimal control
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• Complementarity framework for non linear dynamic analysis of skeletal structures with softening plastic hinges
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