A Block-lu Update for Large-scale Linear Programming *

@inproceedings{ELDERSVELDtABU,
  title={A Block-lu Update for Large-scale Linear Programming *},
  author={SAMUEL K. ELDERSVELDt and MICHAEL A. SAUNDERSt}
}
  • SAMUEL K. ELDERSVELDt, MICHAEL A. SAUNDERSt
Stable and efficient updates to the basis matrix factors are vital to the simplex method. The "best" updating method depends on the machine in use and how the update is implemented. For example, the classical product-form update can take advantage of the vector hardware on current supercomputers, and this helps compensate for its well-known drawbacks. Conversely, the method of Bartels and Golub performs well on conventional machines, but is difficult to vectorize. With vectorization in mind, we… CONTINUE READING
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