A modified Schur-complement method for handling dense columns in interior-point methods for linear programming

DOI10.1145/232826.232937zbMath0884.65049OpenAlexW2043118877WikidataQ113310379 ScholiaQ113310379MaRDI QIDQ4371101

Knud D. Andersen

Publication date: 12 March 1998

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL: http://www.acm.org/pubs/contents/journals/toms/1996-22/

zbMATH Keywords

linear programmingnumerical resultsSchur complementCholesky factorizationleast squares problemnormal equationsinterior point methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05)

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