2004•Mathematical ProgrammingRequires access

A product-form Cholesky factorization method for handling dense columns in interior point methods for linear programming

Donald Goldfarb, Katya Scheinberg

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Key concepts: Cholesky decomposition, Incomplete Cholesky factorization, Factorization, Mathematics, Minimum degree algorithm, Interior point method, Applied mathematics, Linear programming

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A product-form Cholesky factorization method for handling dense columns in interior point methods for linear programming — Research Paper | ScholarLens