|BPMPD||Extended Name||Primal-dual method with supernodal Cholesky factorization|
Laboratory of Operations Research and Decision Systems,
Hungarian Academy of Sciences
Lagymanyosi u. 11
|Modeling Languages link||AMPL|
|Remarks||One of the most efficient and flexible implementation of sparse linear algebra.|
|References||I. Maros and Cs. Meszaros, A numerically exact implementation of the simplex method. Annals of Operations Research, 58:3-17, 1995.
Cs. Meszaros, The efficient implementation of interior point methods for linear programming and their applications. PhD Thesis, Eotvos Lorand University of Sciences, 1996.
Cs. Meszaros, Fast Cholesky factorization for interior point methods of linear programming. Computers & Mathematics with Applications, 31(4/5):49-54, 1996.
Cs. Meszaros, On a property of the Cholesky factorization and its consequences in interior point methods. Technical report, WP 98-7, Laboratory of Operations Research and Decision Systems, Hungarian Academy of Sciences.