The Cholesky factorization in interior point methods

DOI10.1016/J.CAMWA.2005.08.016MaRDI QIDQ815247zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Cholesky factorizationinterior point methodslinear optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Direct numerical methods for linear systems and matrix inversion (65F05) Linear programming (90C05) Interior-point methods (90C51)

Recommendations

• Modified Cholesky Factorizations in Interior-Point Algorithms for Linear Programming
• scientific article; zbMATH DE number 5015748
• Implementing cholesky factorization for interior point methods of linear programming
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Cites work

• scientific article; zbMATH DE number 992796 (Why is no real title available?)
• scientific article; zbMATH DE number 4213315 (Why is no real title available?)
• scientific article; zbMATH DE number 3816913 (Why is no real title available?)
• scientific article; zbMATH DE number 1047679 (Why is no real title available?)
• A numerically exact implementation of the simplex method
• Degeneracy in interior point methods for linear programming: A survey
• Effects of finite-precision arithmetic on interior-point methods for nonlinear programming
• Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems
• Fast Cholesky factorization for interior point methods of linear programming
• LOQO user's manual — version 3.10
• Modified Cholesky Factorizations in Interior-Point Algorithms for Linear Programming
• On free variables in interior point methods
• Some properties of the Hessian of the logarithmic barrier function
• Stability of Augmented System Factorizations in Interior-Point Methods

Cited in

(16)

• Recycling basic columns of the splitting preconditioner in interior point methods
• Product-form Cholesky factorization in interior point methods for second-order cone programming
• Implementing cholesky factorization for interior point methods of linear programming
• The generalized Cholesky factorization method for saddle point problems
• Detecting ``dense columns in interior point methods for linear programs
• A hybrid gradient and feasible direction pivotal solution algorithm for general linear programs
• Development of Cholesky decomposition
• Modified controlled Cholesky factorization for preconditioning linear systems from the interior-point method
• scientific article; zbMATH DE number 5015748 (Why is no real title available?)
• On Numerical Issues of Interior Point Methods
• Regularization techniques in interior point methods
• The practical behavior of the homogeneous self-dual formulations in interior point methods
• 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
• Inertia-controlling factorizations for optimization algorithms
• The parallel solution of dense saddle-point linear systems arising in stochastic programming

Describes a project that uses

Uses Software

• LOQO
• PCx
• WSMP
• symrcm

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