Questions tagged [linear-algebra]

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2
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1answer
83 views

Can't understand K-Truss Graph properties

Cross-posted on Mathematics SE. Since I have to implement an algorithm in the language of linear algebra, I'm trying to understand K-Truss Graphs which are defined as such The k-truss is a subset of ...
1
vote
1answer
100 views

complexity order of the interior point method

I was wondering why the complexity order of the interior point method is O()^3 or O()^3.5? Much appreciate your time and consideration.
4
votes
1answer
225 views

Algorithms for sparse linear systems

I've long wondered this, but what is the algorithm(s) implemented in modern linear equation solvers for sparse systems? The obvious answer I can think of is Gauss-Jordan with a bunch of tricks to make ...
3
votes
2answers
237 views

Convexity of a function

I would like to show that this function $$2x^2 + 8y^2$$ is convex or concave by using the definition $$f(θx+(1−θ)y) \le θf(x)+(1−θ)f(y)$$ From my understanding, using the Hessian matrix, I believe ...
9
votes
2answers
329 views

Convexity of a QP

In quadratic programming (QP), you encounter an objective of the following form: $$x^TQx + c^Tx$$ and often it's desirable to know if the QP is convex. One method to check for convexity is by ...
18
votes
4answers
971 views

PhD-level textbooks on linear programming

My graduate Linear Programming class uses Bertsimas & Tsitsiklis's Introduction to Linear Optimization. Are there any alternative texts that I could use to supplement this textbook (mainly the ...
16
votes
1answer
1k views

IPOPT with HSL vs MUMPS

What are the advantages (if any) of using IPOPT with HSL vs MUMPS? HSL has a reputation of being faster, but does it walk the walk? In particular, does HSL scale better for large-scale problems? We ...
12
votes
1answer
306 views

Simplest way to eliminate redundant constraints due to a new cut

I have a polyhedral set for constraining $x$: \begin{align} \mathcal{P} = \{x \in \mathbb{R}^n_{+} : \ Dx \leq d \} \end{align} where $D \in \mathbb{R}^{m \times n}, d \in \mathbb{R}^m$. I find the ...