The simplex method of linear programming using LU decomposition
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(49)- On solution of multicoupled models
- Accelerating the HS-type Richardson iteration method with Anderson mixing
- A numerically stable optimization method based on A homogeneous function
- Number of operations for updating the elimination form of the basis- inverse of the revised simplex-algorithm
- Stable algorithm for updating denseLUfactorization after row or column exchange and row and column addition or deletion
- A pivoting algorithm for linear programming with linear complementarity constraints
- On the Numerical Stability of Simplex-Algorithms
- Numerical aspects in developing LP softwares, LPAKO and LPABO
- A New Method for Chebyshev Approximation of Complex-Valued Functions
- An accelerated successive orthogonal projections method for solving large-scale linear feasibility problems
- Fourier-feature induced physics informed randomized neural network method to solve the biharmonic equation
- A projective simplex algorithm using LU decomposition
- Métodos tipo dual simplex para problemas de otimização linear canalizados e esparsos
- A reduced proximal-point homotopy method for large-scale non-convex BQP
- A fast LU update for linear programming
- Optimization with staircase structure: An application to generation scheduling
- Symbiosis between linear algebra and optimization
- Solving staircase linear programs by the simplex method, 1: Inversion
- The efficient solution of large-scale linear programming problems—some algorithmic techniques and computational results
- The best parameter subset using the Chebychev curve fitting criterion
- A two-phase support method for solving linear programs: numerical experiments
- Matrix augmentation and partitioning in the updating of the basis inverse
- Stable modification of explicitLU factors for simplex updates
- The column-updating method for solving nonlinear equations in Hilbert space
- Evolutionary approach for large-scale mine scheduling
- Chebyshev solution of overdetermined systems of linear equations
- A dual method for discrete Chebychev curve fitting
- Novel update techniques for the revised simplex method
- A linear programming algorithm for curve fitting in the L∞norm
- Improving a primal–dual simplex-type algorithm using interior point methods
- LPAKO: A Simplex-based Linear Programming Program
- Large-scale linearly constrained optimization
- On the Bartels—Golub decomposition for linear programming bases
- An implementation of the simplex method for linear programming problems with variable upper bounds
- The simplex method is not always well behaved
- Sensitivity method for basis inverse representation in multistage stochastic linear programming problems
- Roundoff-Error-Free Basis Updates of LU Factorizations for the Efficient Validation of Optimality Certificates
- A numerically stable form of the simplex algorithm
- A phase-1 approach for the generalized simplex algorithm
- An active set quadratic programming algorithm for real-time model predictive control
- qpOASES: a parametric active-set algorithm for~quadratic programming
- A quasi-Newton method with modification of one column per iteration
- Personal report : Gene Howard Golub, 1932--2007
- A bump triangular dynamic factorization algorithm for the simplex method
- An efficient approach to updating simplex multipliers in the simplex algorithm
- Permutations in the Factorization of Simplex Bases
- Updated triangular factors of the basis to maintain sparsity in the product form simplex method
- Maintaining LU factors of a general sparse matrix
- A numerically stable reduced-gradient type algorithm for solving large- scale linearly constrained minimization problems
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