Data Structures and Programming Techniques for the Implementation of Karmarkar's Algorithm
DOI10.1287/IJOC.1.2.84zbMATH Open0752.90043OpenAlexW2002576214MaRDI QIDQ4019975FDOQ4019975
Authors: Ilan Adler, Narendra K. Karmarkar, Geraldo Veiga, Mauricio G. C. Resende 
Publication date: 16 January 1993
Published in: ORSA Journal on Computing (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/4700325bc5bbb2be20de8ef90f90451bd9dc604f
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Cited In (24)
- Using a hybrid preconditioner for solving large-scale linear systems arising from interior point methods
- Solving symmetric indefinite systems in an interior-point method for linear programming
- Sparsity preserving preconditioners for linear systems in interior-point methods
- Global convergence of the affine scaling methods for degenerate linear programming problems
- Presolving in linear programming
- Computational results of an interior point algorithm for large scale linear programming
- An implementation of Karmarkar's algorithm for linear programming
- Superlinear convergence of the affine scaling algorithm
- An affine-scaling pivot algorithm for linear programming
- A parallel interior point algorithm for linear programming on a network of transputers
- An affine scaling method with an infeasible starting point: Convergence analysis under nondegeneracy assumption
- Making sparse matrices sparser: Computational results
- Vector processing in simplex and interior methods for linear programming
- Exploiting hardware capabilities in interior point methods
- Using a Massively Parallel Processor to Solve Large Sparse Linear Programs by an Interior-Point Method
- A hierarchical algorithm for making sparse matrices sparser
- Splitting dense columns in sparse linear systems
- Advances in design and implementation of optimization software
- On the convergence of the affine-scaling algorithm
- Efficient solution of two-stage stochastic linear programs using interior point methods
- Massive memory buys little speed for complete, in-core sparse Cholesky factorizations on some scalar computers
- Interior-point methods for linear programming: a review
- George B. Dantzig and systems optimization
- A new long-step interior point algorithm for linear programming based on the algebraic equivalent transformation
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