Solving rank one revised linear systems by the scaled ABS method

In mathematical programming, an important tool is the use of active set strategies to update the current solution of a linear system after a rank one change in the constraint matrix. We show how to update the general solution of a linear system obtained by use of the scaled ABS method when the matri...

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Bibliographic Details
Published inThe ANZIAM journal Vol. 46; no. 2; pp. 225 - 236
Main Author Amini, Keyvan
Format Journal Article
LanguageEnglish
Published Cambridge, UK Cambridge University Press 01.10.2004
Subjects
Linear systems
Mathematical analysis
Mathematical programming
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Summary:In mathematical programming, an important tool is the use of active set strategies to update the current solution of a linear system after a rank one change in the constraint matrix. We show how to update the general solution of a linear system obtained by use of the scaled ABS method when the matrix coefficient is subjected to a rank one change.
Bibliography:ark:/67375/6GQ-7TJZ6RB4-F
istex:9F7CA95560A397475E931C3DEA57E672BBC9BF3C
ArticleID:01380
PII:S1446181100013808
ObjectType-Article-2
SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 23
ISSN:1446-1811
1446-8735
DOI:10.1017/S1446181100013808