• Title of article

    Solving linear systems in interior-point methods

  • Author/Authors

    Tongryeol Seol، نويسنده , , Soondal Park، نويسنده ,

  • Issue Information
    دوهفته نامه با شماره پیاپی سال 2002
  • Pages
    10
  • From page
    317
  • To page
    326
  • Abstract
    There are two approaches to solve the linear systems in interior-point methods: the normal equation approach and the augmented system approach. We integrated the two methods by applying matrix partitioning to the augmented system approach. Specifically, we show the Schur complement method which is applied to problems with dense columns is a special case of the augmented system approach. We will use this property for the integrated approach. If we use the integrated approach, we can solve linear systems maintaining sparsity of matrices without respect of the existence of dense columns.
  • Keywords
    The Schur complement method , Integrated approach , Sparsity , Interior-point methods , The normal equation approach , The augmented system approach , Linear systems , Matrix partitioning
  • Journal title
    Computers and Operations Research
  • Serial Year
    2002
  • Journal title
    Computers and Operations Research
  • Record number

    927224