Implementation of an interior point method with basis preconditioning
Author:
Publisher
Springer Science and Business Media LLC
Subject
Software,Theoretical Computer Science
Link
http://link.springer.com/content/pdf/10.1007/s12532-020-00181-8.pdf
Reference27 articles.
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3. Arioli, M., Duff, I.S.: Preconditioning linear least-squares problems by identifying a basis matrix. SIAM J. Sci. Comput. 37(5), S544–S561 (2015)
4. Bixby, R.E., Fenelon, M., Gu, Z., Rothberg, E., Wunderling, R.: MIP: Theory and practice—closing the gap. In: System Modelling and Optimization: Methods, Theory and Applications, pp. 19–50. Kluwer Academic Publishers (1999)
5. Bixby, R.E., Saltzman, M.J.: Recovering an optimal LP basis from an interior point solution. Oper. Res. Lett. 15(4), 169–178 (1994)
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