Numerical Factorization Methods for Interior Point Algorithms

DOI10.1287/IJOC.6.1.94zbMATH0798.90099OpenAlexW2050750473MaRDI QIDQ4291503FDOQ4291503

Authors Ho-Won Jung, Roy E. Marsten, Matthew J. Saltzman

Publication date 10 May 1994

Published in ORSA Journal on Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/ijoc.6.1.94

zbMATH Keywords

loop unrollinginterior point algorithmsequivalent sparse matrix reorderingfactorization stepprimal-dual barrier algorithm

Mathematics Subject Classification ID

Linear programming (90C05) Large-scale problems in mathematical programming (90C06)

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Cited in

(12)

• Dynamic factorization in large-scale optimization
• Implementing cholesky factorization for interior point methods of linear programming
• Decomposed block Cholesky factorization in the Karmarkar algorithm. Solving a class of super large LP problems
• Recovering an optimal LP basis from an interior point solution
• On the implementation of interior point methods for dual-core platforms
• Prior reduced fill-in in solving equations in interior point algorithms
• scientific article; zbMATH DE number 724214 (Why is no real title available?)
• IPM based sparse LP solver on a heterogeneous processor
• On the performance of the Cholesky factorization in interior point methods on Pentium 4 processors
• An Infinitely Summable Series Implementation of Interior Point Methods
• scientific article; zbMATH DE number 1187129 (Why is no real title available?)
• Splitting dense columns of constraint matrix in interior point methods for large scale linear programming¹¹The results discussed in the paper have been obtained when the author was staying at LAMSADE, University of Paris Dauphine, Place du Marechal de Lattre de Tassigny, 75775 Paris Cedex 16, France$ef:²²A preliminary version of the paper has been presented at the Applied Mathematical Programming and Modelling Symposium APMOD’91 in London, January 14-…

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