Emilio Spedicato
Department of Mathematics, University of Bergamo, Bergamo, Italy
[ 1 ] - ABS Solution of equations of second kind and application to the primal-dual interior point method for linear programming
Abstract We consider an application of the ABS procedure to the linear systems arising from the primal-dual interior point methods where Newton method is used to compute path to the solution. When approaching the solution the linear system, which has the form of normal equations of the second kind, becomes more and more ill conditioned. We show how the use of the Huang algorithm in the ABS cl...
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