Updated triangular factors of the basis to maintain sparsity in the product form simplex method

DOI10.1007/BF01584548zbMATH Open0288.90048OpenAlexW1979154120MaRDI QIDQ4777052FDOQ4777052

Authors:

Publication date: 1972

Published in: Mathematical Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01584548

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Evolution of linear programming computing techniques
• The elimination form of the inverse and its application to linear programming
• The simplex method of linear programming using LU decomposition
• On the Product Form of Inverses of Sparse Matrices
• Reinversion with the preassigned pivot procedure
• Maintaining a Sparse Inverse in the Simplex Method
• Some Results on Sparse Matrices

Cited In (54)

• Rank revealing Gaussian elimination by the maximum volume concept
• A survey of direct methods for sparse linear systems
• The double pivot simplex method
• Mixed integer programming: A historical perspective with Xpress-MP
• Stable algorithm for updating denseLUfactorization after row or column exchange and row and column addition or deletion
• Number of operations for updating the elimination form of the basis- inverse of the revised simplex-algorithm
• A warm-start dual simplex solution algorithm for the minimum flow networks with postoptimality analyses
• Experiments in mixed-integer linear programming using pseudo-costs
• A stable and sparsity exploiting LU factorization of the basis matrix in linear programming
• Numerical aspects in developing LP softwares, LPAKO and LPABO
• A projective simplex algorithm using LU decomposition
• A fast LU update for linear programming
• A practicable steepest-edge simplex algorithm
• Optimization with staircase structure: An application to generation scheduling
• An advanced implementation of the Dantzig—Wolfe decomposition algorithm for linear programming
• Solving staircase linear programs by the simplex method, 1: Inversion
• The efficient solution of large-scale linear programming problems—some algorithmic techniques and computational results
• Implicit representation of generalized variable upper bounds using the elimination form of the inverse on secondary storage
• On the solution of some (parametric) linear complementarity problems with applications to portfolio selection, structural engineering and actuarial graduation
• A two-phase support method for solving linear programs: numerical experiments
• Matrix augmentation and partitioning in the updating of the basis inverse
• Stable modification of explicitLU factors for simplex updates
• An affine-scaling pivot algorithm for linear programming
• Parallel distributed-memory simplex for large-scale stochastic LP problems
• Novel update techniques for the revised simplex method
• Improving a primal–dual simplex-type algorithm using interior point methods
• LPAKO: A Simplex-based Linear Programming Program
• Matrix factorizations in optimization of nonlinear functions subject to linear constraints
• On the use of dense matrix techniques within sparse simplex
• A comprehensive simplex-like algorithm for network optimization and perturbation analysis
• On pricing and backward transformation in linear programming
• On the Bartels—Golub decomposition for linear programming bases
• A triangulation and fill-reducing initialization procedure for the simplex algorithm
• An implementation of the simplex method for linear programming problems with variable upper bounds
• Vector processing in simplex and interior methods for linear programming
• The simplex method is not always well behaved
• Roundoff-Error-Free Basis Updates of LU Factorizations for the Efficient Validation of Optimality Certificates
• Sensitivity method for basis inverse representation in multistage stochastic linear programming problems
• Numerical behavior of LP algorithms based upon the decomposition principle
• On the efficacy of distributed simplex algorithms for linear programming
• A sparse counterpart of Reichel and Gragg's package QRUP
• A dual approach to primal degeneracy
• On a dual method for a specially structured linear programming problem with application to stochastic programming
• A sparsity-exploiting variant of the Bartels—Golub decomposition for linear programming bases
• On the use of the simplex algorithm for the absolute deviation curve fitting problem
• A bump triangular dynamic factorization algorithm for the simplex method
• Updated triangular factors of the working basis in winkler's decomposition approach
• MOPS -- Mathematical optimization system
• Permutations in the Factorization of Simplex Bases
• An efficient approach to updating simplex multipliers in the simplex algorithm
• Hyper-sparsity in the revised simplex method and how to exploit it
• Steepest-edge simplex algorithms for linear programming
• Parallelizing the dual revised simplex method
• Large-scale linear programming: Geometry, working bases and factorizations

This page was built for publication: Updated triangular factors of the basis to maintain sparsity in the product form simplex method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4777052)