Updated triangular factors of the basis to maintain sparsity in the product form simplex method
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Cites work
- scientific article; zbMATH DE number 1024452 (Why is no real title available?)
- Evolution of linear programming computing techniques
- Maintaining a Sparse Inverse in the Simplex Method
- On the Product Form of Inverses of Sparse Matrices
- Reinversion with the preassigned pivot procedure
- Some Results on Sparse Matrices
- The elimination form of the inverse and its application to linear programming
- The simplex method of linear programming using LU decomposition
Cited in
(54)- Large-scale linear programming: Geometry, working bases and factorizations
- Rank revealing Gaussian elimination by the maximum volume concept
- The double pivot simplex method
- Mixed integer programming: A historical perspective with Xpress-MP
- A survey of direct methods for sparse linear systems
- Number of operations for updating the elimination form of the basis- inverse of the revised simplex-algorithm
- Stable algorithm for updating denseLUfactorization after row or column exchange and row and column addition or deletion
- A warm-start dual simplex solution algorithm for the minimum flow networks with postoptimality analyses
- A stable and sparsity exploiting LU factorization of the basis matrix in linear programming
- Numerical aspects in developing LP softwares, LPAKO and LPABO
- Experiments in mixed-integer linear programming using pseudo-costs
- A projective simplex algorithm using LU decomposition
- A fast LU update for linear programming
- Optimization with staircase structure: An application to generation scheduling
- A practicable steepest-edge simplex algorithm
- 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
- A two-phase support method for solving linear programs: numerical experiments
- On the solution of some (parametric) linear complementarity problems with applications to portfolio selection, structural engineering and actuarial graduation
- 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
- On the use of dense matrix techniques within sparse simplex
- 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
- A comprehensive simplex-like algorithm for network optimization and perturbation analysis
- On pricing and backward transformation in linear programming
- A triangulation and fill-reducing initialization procedure for the simplex algorithm
- On the Bartels—Golub decomposition for linear programming bases
- 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
- Sensitivity method for basis inverse representation in multistage stochastic linear programming problems
- Roundoff-Error-Free Basis Updates of LU Factorizations for the Efficient Validation of Optimality Certificates
- 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 the use of the simplex algorithm for the absolute deviation curve fitting problem
- 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
- A bump triangular dynamic factorization algorithm for the simplex method
- Updated triangular factors of the working basis in winkler's decomposition approach
- An efficient approach to updating simplex multipliers in the simplex algorithm
- MOPS -- Mathematical optimization system
- Permutations in the Factorization of Simplex Bases
- 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
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