Reinversion with the preassigned pivot procedure
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Publication:5659039
Cites work
- scientific article; zbMATH DE number 3179979 (Why is no real title available?)
- scientific article; zbMATH DE number 3354790 (Why is no real title available?)
- On an Approach to Techniques for the Analysis of the Structure of Large Systems of Equations
- The elimination form of the inverse and its application to linear programming
Cited in
(30)- Improving the numerical stability and the performance of a parallel sparse solver
- A survey of direct methods for sparse linear systems
- Implementation of successive linear programming algorithms for non-convex goal programming
- A pathological case in the reduction of linear programs
- A degeneracy exploiting LU factorization for the simplex method
- Dynamic factorization in large-scale optimization
- Identification of special structure constraints in linear programs
- Solving staircase linear programs by the simplex method, 1: Inversion
- Ordering algorithms for irreducible sparse linear systems
- Determining GUB sets via an invert agenda algorithm
- An implementation of linear and nonlinear multicommodity network flows
- A robust approach for finding all well-separated solutions of sparse systems of nonlinear equations
- Matrix augmentation and partitioning in the updating of the basis inverse
- On the use of dense matrix techniques within sparse simplex
- Large-scale linearly constrained optimization
- Sensitivity method for basis inverse representation in multistage stochastic linear programming problems
- Hierarchical partition—a new optimal pivoting algorithm
- CONOPT: A GRG code for large sparse dynamic nonlinear optimization problems
- A locally optimized reordering algorithm and its application to a parallel sparse linear system solver
- On the efficacy of distributed simplex algorithms for linear programming
- Network reoptimization procedures for multiobjective network problems
- The basis suppression method
- 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
- The factorization approach to large-scale linear programming
- Intelligent gradient search in linear programming
- Updated triangular factors of the basis to maintain sparsity in the product form simplex method
- Maintaining LU factors of a general sparse matrix
- A manifold-based approach to sparse global constraint satisfaction problems
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