The simplex method of linear programming using LU decomposition

DOI10.1145/362946.362974zbMath0181.19104OpenAlexW2071877138MaRDI QIDQ5571340

Publication date: 1969

Published in: Communications of the ACM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/362946.362974

zbMATH Keywords

numerical analysis

Related Items

A phase-1 approach for the generalized simplex algorithm, Numerical aspects in developing LP softwares, LPAKO and LPABO, A pivoting algorithm for linear programming with linear complementarity constraints, On solution of multicoupled models, The column-updating method for solving nonlinear equations in Hilbert space, A numerically stable reduced-gradient type algorithm for solving large- scale linearly constrained minimization problems, An accelerated successive orthogonal projections method for solving large-scale linear feasibility problems, The simplex method is not always well behaved, Evolutionary approach for large-scale mine scheduling, A New Method for Chebyshev Approximation of Complex-Valued Functions, On the Numerical Stability of Simplex-Algorithms, Roundoff-Error-Free Basis Updates of LU Factorizations for the Efficient Validation of Optimality Certificates, Stable algorithm for updating denseLUfactorization after row or column exchange and row and column addition or deletion, Chebyshev solution of overdetermined systems of linear equations, A two-phase support method for solving linear programs: numerical experiments, Personal report : Gene Howard Golub, 1932--2007, An efficient approach to updating simplex multipliers in the simplex algorithm, Permutations in the Factorization of Simplex Bases, qpOASES: a parametric active-set algorithm for~quadratic programming, A projective simplex algorithm using LU decomposition, Improving a primal–dual simplex-type algorithm using interior point methods, A numerically stable optimization method based on A homogeneous function, Matrix augmentation and partitioning in the updating of the basis inverse, A bump triangular dynamic factorization algorithm for the simplex method, On the Bartels—Golub decomposition for linear programming bases, Large-scale linearly constrained optimization, Number of operations for updating the elimination form of the basis- inverse of the revised simplex-algorithm, The efficient solution of large-scale linear programming problems—some algorithmic techniques and computational results, A dual method for discrete Chebychev curve fitting, Métodos tipo dual simplex para problemas de otimização linear canalizados e esparsos, A linear programming algorithm for curve fitting in the L_∞norm, LPAKO: A Simplex-based Linear Programming Program, Optimization with staircase structure: An application to generation scheduling, Maintaining LU factors of a general sparse matrix, A numerically stable form of the simplex algorithm, The best parameter subset using the Chebychev curve fitting criterion, An active set quadratic programming algorithm for real-time model predictive control, An implementation of the simplex method for linear programming problems with variable upper bounds, Symbiosis between linear algebra and optimization, A quasi-Newton method with modification of one column per iteration, A fast LU update for linear programming, Solving staircase linear programs by the simplex method, 1: Inversion, Accelerating the HS-type Richardson iteration method with Anderson mixing, Novel update techniques for the revised simplex method, Sensitivity method for basis inverse representation in multistage stochastic linear programming problems, A reduced proximal-point homotopy method for large-scale non-convex BQP, Stable modification of explicitLU factors for simplex updates, Updated triangular factors of the basis to maintain sparsity in the product form simplex method