- 자동조절자 내부점 방법을 위한 선형방정식 해법
- ㆍ 저자명
- 설동렬,Seol. Tongryeol
- ㆍ 간행물명
- 經營 科學
- ㆍ 권/호정보
- 2004년|21권 2호|pp.43-60 (18 pages)
- ㆍ 발행정보
- 한국경영과학회
- ㆍ 파일정보
- 정기간행물| PDF텍스트
- ㆍ 주제분야
- 기타
Every iteration of interior-point methods of large scale optimization requires computing at least one orthogonal projection. In the practice, symmetric variants of the Gaussian elimination such as Cholesky factorization are accepted as the most efficient and sufficiently stable method. In this paper several specific implementation issues of the symmetric factorization that can be applied for solving such equations are discussed. The code called McSML being the result of this work is shown to produce comparably sparse factors as another implementations in the $MATLAB^{***}$ environment. It has been used for computing projections in an efficient implementation of self-regular based interior-point methods, McIPM. Although primary aim of developing McSML was to embed it into an interior-point methods optimizer, the code may equally well be used to solve general large sparse systems arising in different applications.