Numerical Factorization Methods for Interior Point Algorithms

DOI10.1287/ijoc.6.1.94zbMath0798.90099OpenAlexW2050750473MaRDI QIDQ4291503

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

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

interior point algorithmsloop unrollingequivalent sparse matrix reorderingfactorization stepprimal-dual barrier algorithm

Mathematics Subject Classification ID

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

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