A Block-LU Update for Large-Scale Linear Programming

DOI10.1137/0613016zbMATH Open0753.65050OpenAlexW1995414951MaRDI QIDQ3988985FDOQ3988985

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

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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)

Cited In (22)

• The double pivot simplex method
• Computing Sparse LU Factorizations for Large-Scale Linear Programming Bases
• A reduced proximal-point homotopy method for large-scale non-convex BQP
• A fast LU update for linear programming
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• Complementarity framework for non linear dynamic analysis of skeletal structures with softening plastic hinges
• Novel update techniques for the revised simplex method
• A structure-preserving pivotal method for affine variational inequalities
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• Approximating polyhedra with sparse inequalities
• An efficient simplex LU factorization update
• Updating the Triangular Factorization of a Matrix
• Title not available (Why is that?)
• Complexity of branch-and-bound and cutting planes in mixed-integer optimization. II
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• An efficient basis update for asymptotic linear programming
• An efficient approach to updating simplex multipliers in the simplex algorithm
• Methods for convex and general quadratic programming
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• A factorization with update procedures for a KKT matrix arising in direct optimal control
• A simplex method algorithm using a double basis

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