Cholesky Factorization of the Augmented System in Interior Point Methods for Linear Programming

내부점 방법에서 Augmented System의 촐레스키 분해

  • 도승용 (서울대학교 산업공학과) ;
  • 성명기 (LG-CNS 컨설팅 부문 공공그룹) ;
  • 박순달 (서울대학교 산업공학과)
  • Published : 2003.03.01

Abstract

In the normal equations approach in which the ordering and factorization phases are separated, the factorization in the augmented system approach is computed dynamically. This means that in the augmented system the numerical factorization should be performed to obtain the non-zero structure of Cholesky factor L. This causes much time to set up the non-zero structure of Cholesky factor L. So, we present a method which can separate the ordering and numerical factorization in the augmented system. Experimental results show that the proposed method reduces the time for obtaining the non-zero structure of Cholesky factor L.

Keywords

References

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