Mathematical Programming

, Volume 24, Issue 1, pp 55–69

A sparsity-exploiting variant of the Bartels—Golub decomposition for linear programming bases

  • J. K. Reid
Article

DOI: 10.1007/BF01585094

Cite this article as:
Reid, J.K. Mathematical Programming (1982) 24: 55. doi:10.1007/BF01585094

Abstract

We describe a sparsity-exploiting variant of the Bartels—Golub decomposition for linear programming bases. It includes interchanges that, whenever this is possible, avoid the use of any eliminations (with consequent fill-ins) when revising the factorization at an iteration. Test results on some medium scale problems are presented and comparisons made with the algorithm of Forrest and Tomlin.

Key words

Linear Programming Sparse LU Decomposition Updating Ip Basis Factorizations Bartels—Golub Decomposition 

Copyright information

© The Mathematical Programming Society, Inc. 1982

Authors and Affiliations

  • J. K. Reid
    • 1
  1. 1.Computer Science and Systems DivisionA.E.R.E. HarwellDidcotEngland

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