Implementation Issues

Robert J. Vanderbei
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Robert J. Vanderbei: Princeton University

Chapter Chapter 20 in Linear Programming, 2008, pp 327-344 from Springer

Abstract: Abstract In this chapter, we discuss implementation issues that arise in connection with the path-following method. The most important issue is the efficient solution of the systems of equations discussed in the previous chapter. As we saw, there are basically three choices, involving either the reduced KKT matrix

Keywords: Diagonal Element; Implementation Issue; Elimination Process; Central Path; Lower Triangular Matrix (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/978-0-387-74388-2_20

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