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Volumn 50, Issue 7, 2005, Pages 1157-1166

The Cholesky factorization in interior point methods

Author keywords

Cholesky factorization; Interior point methods; Linear programming

Indexed keywords

CHOLESKY FACTORIZATIONS; INTERIOR POINT METHODS;

EID: 26444592252     PISSN: 08981221     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.camwa.2005.08.016     Document Type: Conference Paper
Times cited : (13)

References (20)
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  • 2
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    • Wright, S.J.1
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    • Wright, S.J.1
  • 7
    • 0039169750 scopus 로고    scopus 로고
    • Cholesky-based methods for sparse least squares: The benefits of regularization
    • L. Adams J.L. Nazareth SIAM
    • M.A. Saunders Cholesky-based methods for sparse least squares: The benefits of regularization L. Adams J.L. Nazareth Linear and Nonlinear Conjugate Gradient-Related Methods 1996 SIAM 92 100
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    • Vanderbei, R.J.1
  • 9
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    • WSMP: Watson sparse matrix package
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    • Gupta, A.1
  • 14
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    • A numerically exact implementation of the simplex method
    • I. Maros, and Cs. Mészáros A numerically exact implementation of the simplex method Annals of Operations Research 58 1995 3 17
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  • 15
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    • The efficient implementation of interior point methods for linear programming and their applications
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.