Article ID: | iaor20043331 |
Country: | South Korea |
Volume: | 28 |
Issue: | 1 |
Start Page Number: | 51 |
End Page Number: | 61 |
Publication Date: | Mar 2003 |
Journal: | Journal of the Korean ORMS Society |
Authors: | Park Soondal, Seong Myeongki, Doh Seungyong |
Keywords: | interior point methods |
In the normal equations approach in which the ordering and factorization phases are separated, the factorization in the augmented system approach is computed dynamically. This means that in the augmented system the numerical factorization should be performed to obtain the non-zero structure of Cholesky factor