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Indexed by:期刊论文

Date of Publication:1997-01-01

Journal:Optimization

Included Journals:Scopus

Volume:40

Issue:4

Page Number:343-350

ISSN No.:02331934

Abstract:In this paper we consider solving the linear system AD2i ATy = AD2i c, with A m by n full row rank, m    n, y    Rm, c    Rn, Di diagonal with positive elements. Such a system characterizes the iteration of interior point methods and several problems in linear regression. We show that an equivalent system can be considered, having n - m equations and variables, resulting in a significant reduction of the solution cost for large values of m.