Revised simplex method: Difference between revisions

Revision as of 09:14, 11 March 2014

Revision as of 09:21, 11 March 2014

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</math>

Instead of refactorizing <math>\boldsymbol{B}</math> after each pivot operation, usually an [[LU factorization]] is maintaineddirectly updated, for which purpose there exist several strategies such as the Bartels−Golub method. However, the amount of data representing the updates as well as numerical errors builds up over time and makes periodic refactorization necessary.{{sfn|Morgan|1997|loc=§2}}{{sfn|Nocedal|Wright|2006|p=372|loc=§13.4}}

== Notes and references ==