A product-form Cholesky factorization method for handling dense columns in interior point methods for linear programming.
Donald GoldfarbKatya ScheinbergPublished in: Math. Program. (2004)
Keyphrases
- interior point methods
- linear programming
- product form
- factorization method
- steady state
- linear program
- queueing networks
- interior point
- primal dual
- quadratic programming
- semidefinite programming
- singular value decomposition
- matrix factorization
- structure from motion
- stationary distribution
- np hard
- markov chain
- feasible solution
- convex optimization
- dynamic programming
- column generation
- negative matrix factorization
- network flow
- objective function
- queue length
- optimal solution
- integer programming
- learning algorithm
- least squares
- probabilistic model
- feature extraction
- computer vision