한국경영과학회:학술대회논문집 (Proceedings of the Korean Operations and Management Science Society Conference)
- 한국경영과학회 1996년도 추계학술대회발표논문집; 고려대학교, 서울; 26 Oct. 1996
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- Pages.289-292
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- 1996
내부점 선형계획법의 쌍대문제 전환에 대하여
On dual transformation in the interior point method of linear programming
초록
In Cholesky factorization of the interior point method, dense columns of A matrix make dense Cholesky factor L regardless of sparsity of A matrix. We introduce a method to transform a primal problem to a dual problem in order to preserve the sparsity.
키워드