The Cholesky factorization in interior point methods
type: Item
instance of: scholarly article
title: The Cholesky factorization in interior point methods
zbMATH Open document ID: 1086.65061
publication date: 2006-02-16T00:00:00Z
review text: The author studies the Cholesky factorization of symmetric positive definite matrices. The article begins with an introduction to the Cholesky factorization and its applications in computing, for instance the development of interior point methods in linear optimization. Then it proceeds in describing the innovation of the suggested method, which includes a modified method for Cholesky factorization to take into consideration the special properties of the matrices that arise in interior point optimization algorithms. This very interesting article concludes with a section containing computational results and a discussion on future extensions of the proposed techniques.
reviewed by: Efstratios Rappos
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 65F05
Mathematics Subject Classification ID: 90C05
Mathematics Subject Classification ID: 90C51
zbMATH DE Number: 5006952
zbMATH Keywords: Cholesky factorization
zbMATH Keywords: interior point methods
zbMATH Keywords: linear optimization
author: Csaba Mészáros
describes a project that uses: symrcm
describes a project that uses: PCx
describes a project that uses: WSMP
describes a project that uses: LOQO
MaRDI profile type: MaRDI publication profile
full work available at URL: j.camwa.2005.08.016
OpenAlex ID: W1995213982
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DOI: 10.1016/J.CAMWA.2005.08.016
published in: Computers & Mathematics with Applications
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description: scientific article; zbMATH DE number 5006952