Gonzalez-Lima, María; Oliveira, Aurelio; Oliveira, Danilo - In: Computational Optimization and Applications 56 (2013) 3, pp. 573-597
We introduce an efficient and robust proposal for solving linear systems arising at each iteration of primal-dual interior-point methods for linear programming. Our proposal is based on the stable system presented by Gonzalez-Lima et al. (Comput. Opt. Appl. 44:213–247, <CitationRef CitationID="CR14">2009</CitationRef>). Using similar...</citationref>