The Cholesky factorization in interior point methods
DOI10.1016/J.CAMWA.2005.08.016zbMATH Open1086.65061OpenAlexW1995213982MaRDI QIDQ815247FDOQ815247
Authors: Csaba Mészáros 
Publication date: 16 February 2006
Published in: Computers & Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.camwa.2005.08.016
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Numerical mathematical programming methods (65K05) Direct numerical methods for linear systems and matrix inversion (65F05) Linear programming (90C05) Interior-point methods (90C51)
Cites Work
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- Degeneracy in interior point methods for linear programming: A survey
- Stability of Augmented System Factorizations in Interior-Point Methods
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- On free variables in interior point methods
- Modified Cholesky Factorizations in Interior-Point Algorithms for Linear Programming
- Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems
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- LOQO user's manual — version 3.10
- Some properties of the Hessian of the logarithmic barrier function
- Fast Cholesky factorization for interior point methods of linear programming
- A numerically exact implementation of the simplex method
- Effects of finite-precision arithmetic on interior-point methods for nonlinear programming
Cited In (16)
- On Numerical Issues of Interior Point Methods
- Title not available (Why is that?)
- A hybrid gradient and feasible direction pivotal solution algorithm for general linear programs
- The parallel solution of dense saddle-point linear systems arising in stochastic programming
- Development of Cholesky decomposition
- Recycling basic columns of the splitting preconditioner in interior point methods
- Modified controlled Cholesky factorization for preconditioning linear systems from the interior-point method
- Implementing cholesky factorization for interior point methods of linear programming
- The practical behavior of the homogeneous self-dual formulations in interior point methods
- Product-form Cholesky factorization in interior point methods for second-order cone programming
- Regularization techniques in interior point methods
- The generalized Cholesky factorization method for saddle point problems
- Detecting ``dense columns in interior point methods for linear programs
- Inertia-controlling factorizations for optimization algorithms
- On the performance of the Cholesky factorization in interior point methods on Pentium 4 processors
- Solving quadratically constrained convex optimization problems with an interior-point method
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