Abstract
We describe a sparsity-exploiting variant of the Bartels—Golub decomposition for linear programming bases. It includes interchanges that, whenever this is possible, avoid the use of any eliminations (with consequent fill-ins) when revising the factorization at an iteration. Test results on some medium scale problems are presented and comparisons made with the algorithm of Forrest and Tomlin.
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Reid, J.K. A sparsity-exploiting variant of the Bartels—Golub decomposition for linear programming bases. Mathematical Programming 24, 55–69 (1982). https://doi.org/10.1007/BF01585094
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DOI: https://doi.org/10.1007/BF01585094