Modified Cholesky Factorizations in Interior-Point Algorithms for Linear Programming
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Publication:4702328
DOI10.1137/S1052623496304712zbMath0957.65055WikidataQ114073901 ScholiaQ114073901MaRDI QIDQ4702328
Publication date: 24 November 1999
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
linear programminginterior-point algorithmsnumerical exampleserror analysisCholesky factorizationmatrix perturbations
Numerical mathematical programming methods (65K05) Linear programming (90C05) Interior-point methods (90C51)
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