Stable modification of explicitLU factors for simplex updates

DOI10.1007/BF02591933MaRDI QIDQ3692731zbMATH OpenOpenAlexFDO

Authors Roger Fletcher, S. P. J. Matthews

Publication date 1984

Published in Mathematical Programming (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02591933

zbMATH Keywords

error analysisexplicit modificationill-conditioned problemsLU factorizationNumerical resultsnumerical stabilitypivotal strategiessimplex methodsimplex update

Mathematics Subject Classification ID

Factorization of matrices (15A23) Direct numerical methods for linear systems and matrix inversion (65F05) Numerical mathematical programming methods (65K05) Linear programming (90C05)

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Cites work

• A numerically stable form of the simplex algorithm
• A stabilization of the simplex method
• A Stable Algorithm for Updating Triangular Factors Under a Rank One Change
• scientific article; zbMATH DE number 3744430 (Why is no real title available?)
• scientific article; zbMATH DE number 3538745 (Why is no real title available?)
• scientific article; zbMATH DE number 3408799 (Why is no real title available?)
• Large-scale linear programming: Geometry, working bases and factorizations
• The elimination form of the inverse and its application to linear programming
• The simplex method of linear programming using LU decomposition
• Triangular factors of modified matrices
• Updated triangular factors of the basis to maintain sparsity in the product form simplex method

Cited in

(17)

• On error growth in the Bartels-Golub and Fletcher-Matthews algorithms for updating matrix factorizations
• Degeneracy in the presence of roundoff errors
• On the use of dense matrix techniques within sparse simplex
• Sensitivity method for basis inverse representation in multistage stochastic linear programming problems
• A splitting-free vorticity redistribution method
• A reduced proximal-point homotopy method for large-scale non-convex BQP
• A pivoting algorithm for linear programming with linear complementarity constraints
• A Stable Algorithm for Updating Triangular Factors Under a Rank One Change
• An efficient simplex LU factorization update
• Updating LU Factorizations for Computing Stationary Distributions
• scientific article; zbMATH DE number 3980363 (Why is no real title available?)
• Stable algorithm for updating denseLUfactorization after row or column exchange and row and column addition or deletion
• qpOASES: a parametric active-set algorithm for~quadratic programming
• Roundoff-Error-Free Basis Updates of LU Factorizations for the Efficient Validation of Optimality Certificates
• A simplex method algorithm using a double basis
• The greedy simplex algorithm for double sparsity constrained optimization problems
• An efficient approach to updating simplex multipliers in the simplex algorithm

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