A Modified Schur-Complement Method for Handling Dense Columns in Interior-Point Methods for Linear Programming

ACM Transactions on Mathematical Software

Volumn 22, Issue 3, 1996, Pages 348-356

  Andersen, Knud D ^a  

^a UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

Author keywords

Algorithms; Cholesky factorization; G.1.3 numerical analysis : Numerical linear algebra Linear systems (direct and iterative methods); G.1.6 numerical analysis : Optimization Linear programming; Interior point methods; Performance

Indexed keywords

ALGORITHMS; ITERATIVE METHODS; LEAST SQUARES APPROXIMATIONS; LINEAR PROGRAMMING; MATRIX ALGEBRA; PERFORMANCE;

CHOLESKY FACTORIZATION; INTERIOR POINT METHODS; MODIFIED SCHUR COMPLEMENT METHOD;

LINEAR ALGEBRA;

EID: 0030247572     PISSN: 00983500     EISSN: None     Source Type: Journal    
DOI: 10.1145/232826.232937     Document Type: Article

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