Solving rank one revised linear systems by the scaled ABS method

• Autores: Keyvan Amini
• Localización: Anziam journal: The Australian & New Zealand industrial and applied mahtematics journal, ISSN 1446-1811, Vol. 46, Nº 2, 2004, págs. 225-236
• Idioma: inglés
• DOI: 10.1017/s1446181100013808
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• Resumen

  • 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.