Browsing Operations Research Center Working Papers by Subject "interior-point algorithm, linear program, factorization, fill-in."

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    • Prior Reduced Fill-In in Solving Equations in Interior Point Algorithms 

      Birge, John R.; Freund, Robert M. (Massachusetts Institute of Technology, Operations Research Center, 1990-07)
      The efficiency of interior-point algorithms for linear programming is related to the effort required to factorize the matrix used to solve for the search direction at each iteration. When the linear program is in symmetric ...