A modified Schur-complement method for handling dense columns in interior-point methods for linear programming.
The main computational work in interior-point methods for linear programming (LP) is to solve a least-squares problem. The normal equations are often used, but if the LP constraint matrix contains a nearly dense column the normal-equations matrix will be nearly dense. Assuming that the nondense part...
| Published in: | ACM transactions on mathematical software. 22, 3 (1996). |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Subjects: |