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ANZIAM J.
46 (2004), 225-236 | ||
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Solving rank one revised linear systems by the scaled ABS method
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| Abstract | ||
| In mathematical programming, an important tool
is the use of active set strategies to update
the current solution of a linear system after a
rank one change in the constraint matrix. We
show how to update the general solution of a
linear system obtained by use of the scaled ABS
method when the matrix coefficient is subjected
to a rank one change.
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