Korean Management Science Review (경영과학)

The Korean Operations Research and Management Science Society (한국경영과학회)
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On dence column splitting in interial point methods of linear programming

내부점 선형계획법의 밀집열 분할에 대하여

  • Published : 1997.11.01
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Abstract

The computational speed of interior point method of linear programming depends on the speed of Cholesky factorization. If the coefficient matrix A has dense columns then the matrix A.THETA. $A^{T}$ becomes a dense matrix. This causes Cholesky factorization to be slow. We study an efficient implementation method of the dense column splitting among dense column resolving technique and analyze the relation between dense column splitting and order methods to improve the sparsity of Cholesky factoror.

Keywords

References

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