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Rearranging Matrices to Block-Angular form for Decomposition (And Other) Algorithms

Author

Listed:
  • Roman L. Weil

    (University of Chicago)

  • Paul C. Kettler

    (University of Chicago)

Abstract

The rows and columns of an arbitrary coefficient matrix of large numerical problems can often be permuted so that substantial time can be saved in computations. For example, if a large linear programming problem has a suitable block-angular structure, one of the time-saving decomposition algorithms can be used. This article presents a systematic method for effecting such a block-angular permutation. An example and the results of manipulations of matrices with more than 300 rows and 2500 columns are shown.

Suggested Citation

  • Roman L. Weil & Paul C. Kettler, 1971. "Rearranging Matrices to Block-Angular form for Decomposition (And Other) Algorithms," Management Science, INFORMS, vol. 18(1), pages 98-108, September.
    • Handle: RePEc:inm:ormnsc:v:18:y:1971:i:1:p:98-108
    DOI: 10.1287/mnsc.18.1.98
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    Cited by:

    1. Seyed Ahmad Hosseini, 2013. "A Model-Based Approach and Analysis for Multi-Period Networks," Journal of Optimization Theory and Applications, Springer, vol. 157(2), pages 486-512, May.
    2. Taghi Khaniyev & Samir Elhedhli & Fatih Safa Erenay, 2018. "Structure Detection in Mixed-Integer Programs," INFORMS Journal on Computing, INFORMS, vol. 30(3), pages 570-587, August.

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