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Solving rank one revised linear systems by the scaled ABS method

Published online by Cambridge University Press:  17 February 2009

Keyvan Amini
Keyvan Amini
Affiliation:
Department of Mathematical Sciences, Sharif University of Technology, Tehran, Iran; e-mail: [email protected] or [email protected].
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Abstract

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In mathematical programming, an important tool is the use of active set strategies to update the current solution of a linear system after a rank one change in the constraint matrix. We show how to update the general solution of a linear system obtained by use of the scaled ABS method when the matrix coefficient is subjected to a rank one change.

Type
Research Article
Information
The ANZIAM Journal , Volume 46 , Issue 2 , October 2004 , pp. 225 - 236
Copyright
Copyright © Australian Mathematical Society 2004

References

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