A product-form Cholesky factorization method for handling dense columns in interior point methods for linear programming.

Autor: Goldfarb, D.1, Scheinberg, K.2,3
Zdroj: Mathematical Programming. Jan2004, Vol. 99 Issue 1, p1-34. 34p. 1 Diagram, 3 Charts, 4 Graphs.
Databáze: Academic Search Ultimate