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Solving Regularized Linear Programs Using Barrier Methods and KKT Systems
Stanford University. Engineering-Economic Systems and Operations Research Department. Systems Optimization Laboratory
Thomas J. Watson IBM Research Center
Michael A. Saunders
John A. Tomlin
出版
IBM Thomas J. Watson Research Center
, 1996
URL
http://books.google.com.hk/books?id=qtYHAAAAIAAJ&hl=&source=gbs_api
註釋
Abstract: "We discuss methods for solving the key linear equations (KKT systems) within primal-dual barrier methods for linear programming. To allow sparse indefinite Cholesky-type factorizations of the KKT systems, we perturb the problem slightly. Perturbations improve the stability of the Cholesky factorizations, but affect the efficiency of the cross-over to simplex (to obtain a basic solution to the original problem). We explore these effects by running OSL on the larger Netlib examples."
