Scaling Sparse Matrices for Optimization Algorithms

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Gajulapalli Ravindra S ; Lasdon Leon S (2006)

To iteratively solve large scale optimization problems in various contexts like planning, operations, design etc., we need to generate descent directions that are based on linear system solutions. Irrespective of the optimization algorithm or the solution method employe... View more
  • References (1)

    Uriel G. Rothblum and Stavros A. Zenios. Scaling of matrices satisfying line-product constraints and generalizations. Linear Algebra and its Applications, 175:159-175, 1992.

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