The role of the augmented system in interior point methods

[1]  Sanjay Mehrotra,et al.  Solving symmetric indefinite systems in an interior-point method for linear programming , 1993, Math. Program..

[2]  C. Mészáros.  Fast Cholesky factorization for interior point methods of linear programming , 1996 .

[3]  Robert J. Vanderbei,et al.  ALPO: Another Linear Program Optimizer , 1993, INFORMS J. Comput..

[4]  K. Turner.  Computing projections for the Karmarkar algorithm , 1991 .

[5]  Robert J. Vanderbei,et al.  Symmetric indefinite systems for interior point methods , 1993, Math. Program..

[6]  Frederic H. Murphy,et al.  Exploiting Special Structure in Primal Dual Interior Point Methods , 1992, INFORMS J. Comput..

[7]  Robert J. Vanderbei,et al.  Affine-scaling for linear programs with free variables , 1989, Math. Program..

[8]  Sanjay Mehrotra.  Handling free variables in interior methods , 1991 .

[9]  Clóvis C. Gonzaga,et al.  Path-Following Methods for Linear Programming , 1992, SIAM Rev..

[10]  Gautam Mitra,et al.  Simplex algorithms , 1996 .

[11]  Robert J. Vanderbei,et al.  Prior reduced fill-in in solving equations in interior point algorithms , 1992, Operations Research Letters.

[12]  I. Lustig,et al.  Computational experience with a primal-dual interior point method for linear programming , 1991 .

[13]  I. Duff,et al.  The factorization of sparse symmetric indefinite matrices , 1991 .

[14]  Robert E. Bixby,et al.  Progress in Linear Programming , 1993 .

[15]  Roy E. Marsten,et al.  Implementation of a Dual Affine Interior Point Algorithm for Linear Programming , 1989, INFORMS J. Comput..

[16]  Michael J. Todd,et al.  Exploiting special structure in Karmarkar's linear programming algorithm , 1988, Math. Program..

[17]  Roy E. Marsten,et al.  On Implementing Mehrotra's Predictor-Corrector Interior-Point Method for Linear Programming , 1992, SIAM J. Optim..

[18]  John E. Beasley.  Advances in Linear and Integer Programming , 1996 .

[19]  I. Duff,et al.  On the augmented system approach to sparse least-squares problems , 1989 .

[20]  Gautam Mitra,et al.  Solving Large Scale Linear Programming Problems Using an Interior Point Method on a Massively Parallel Simd Computer , 1994, Parallel Algorithms Appl..

[21]  G. Stewart.  Modifying pivot elements in Gaussian elimination , 1974 .