Bocanegra, Silvana; Castro, Jordi; Oliveira, Aurelio R.L. - In: European Journal of Operational Research 231 (2013) 2, pp. 263-273
The computational time required by interior-point methods is often dominated by the solution of linear systems of equations. An efficient specialized interior-point algorithm for primal block-angular problems has been used to solve these systems by combining Cholesky factorizations for the block...