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This chapter introduces basic concepts first; addresses the steepest ascent direction; updates dual solution, dual face contraction, optimality test, and dual face expansion; and then formulates the dual face algorithm with Cholesky factorization, double-phase algorithm, and a variant. Finally, we generalize the algorithm to solve the variable-bounded problems.

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Dual Face Method with Cholesky Factorization

  • 章节

  • 发表日期：

    2025年

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  • Ping-Qi Pan

摘要

This chapter introduces basic concepts first; addresses the steepest ascent direction; updates dual solution, dual face contraction, optimality test, and dual face expansion; and then formulates the dual face algorithm with Cholesky factorization, double-phase algorithm, and a variant. Finally, we generalize the algorithm to solve the variable-bounded problems.