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论文类型：期刊论文

发表时间：1997-01-01

发表刊物：Optimization

收录刊物：Scopus

卷号：40

期号：4

页面范围：343-350

ISSN号：02331934

摘要：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.