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Indexed by: Journal Article

Date of Publication: 1997-01-01

Journal: Optimization

Included Journals: Scopus

Volume: 40

Issue: 4

Page Number: 343-350

ISSN: 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.