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MR1724782
(2000k:90076)
90C51
(65F10)
Wright, Stephen J. Modified Cholesky factorizations in interior-point algorithms for linear programming. Dedicated to John E. Dennis, Jr., on his 60th birthday. SIAM J. Optim. 9 (1999), no. 4, 1159--1191 (electronic). |
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