On Weighted Linear Least - Squares Problemsrelated to Interior
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چکیده
منابع مشابه
Application of a Class of Preconditioners to Large Scale Linear Programming Problems
In most interior point methods for linear programming, a sequence of weighted linear least squares problems are solved, where the only changes from one iteration to the next are the weights and the right hand side. The weighted least squares problems are usually solved as weighted normal equations by the direct method of Cholesky factoriza-tion. In this paper, we consider solving the weighted n...
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تاریخ انتشار 2000