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Symbolic implementation of interior point method for linear programming problem

Predrag S. Stanimirovic
Organization: University of Nis
Department: Department of Mathematics, Faculty of Science
Nebojsa V. Stojkovic
Ivan M. Jovanovic
Journal / Anthology

International Journal of Computer Mathematics
Year: 2010
Volume: 87
Issue: 10
Page range: 2173-2187

An algorithm for computing {2, 3}, {2, 4}, {1, 2, 3}, {1, 2, 4}-inverses and the Moore–Penrose inverse of a given rational matrix A is established. Classes A{2, 3}s and A{2, 4}s are characterized in terms of matrix products (R ∗ A)†R ∗ and T ∗ (AT ∗ )†, where R and T are rational matrices with appropriate dimensions and corresponding rank. The proposed algorithm is based on these general representations and the Cholesky factorization of symmetric positive matrices. The algorithm is implemented in programming languages MATHEMATICA and DELPHI, and illustrated via examples. Numerical results of the algorithm, corresponding to the Moore–Penrose inverse, are compared with corresponding results obtained by several known methods for computing the Moore–Penrose inverse.