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SOLVING REGULARIZED LINEAR PROGRAMS USING BARRIER METHODS AND KKT SYSTEMS
barrier methods interior methods linear programming
2015/7/3
We discuss the solution of regularized linear programs using a primal-dual barrier
method. Our implementation is based on indeˉnite Cholesky-type factorizations of full and reduced
KKT systems. Regu...
SOLUTION OF SPARSE LINEAR EQUATIONS USING CHOLESKY FACTORS OF AUGMENTED SYSTEMS
sparse linear equations direct methods unsymmetric matrices
2015/7/3
Cholesky factorizations have reached a high peak of e±ciency for solving sparse
symmetric systems, largely because their Analyze and Factor phases do not con°ict. We explore the
possibility of using...
PRECONDITIONERS FOR INDEFINITE SYSTEMS ARISING IN OPTIMIZATION
indefinite systems preconditioners linear programming
2015/7/3
Methods are discussed for the solution of sparse linear equations Ky z, where K is
symmetric and indefinite. Since exact solutions are not always required, direct and iterative methods
are both of i...
LEAST SQUARES ESTIMATION OF DISCRETE LINEAR DYNAMIC SYSTEMS USING ORTHOGONAL TRANSFORMATIONS
DISCRETE LINEAR DYNAMIC SYSTEMS ORTHOGONAL TRANSFORMATIONS
2015/7/3
Kalman [9] introduced a method for estimating the state of a discrete linear dynamic
system subject to noise. His method is fast but has poor numerical properties. Duncan and Horn [3]
showed that th...