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Computing Sparse LU Factorizations for Large-Scale Linear Programming Bases

1990; Institute for Operations Research and the Management Sciences; Volume: 2; Issue: 4 Linguagem: Inglês

10.1287/ijoc.2.4.325

2326-3245

Uwe H. Suhl, Leena Suhl,

Distributed and Parallel Computing Systems

This paper discusses the computation of LU factorizations for large sparse matrices with emphasis on large-scale linear programming bases. We present new implementation techniques which reduce the computation times significantly. Numerical experiments with large-scale real life test problems were conducted. The software is compared with the basis factorization of MPSX/370, IBM's commercial LP system. INFORMS Journal on Computing, ISSN 1091-9856, was published as ORSA Journal on Computing from 1989 to 1995 under ISSN 0899-1499.