부산대학교 도서관

Summary: ``In this paper we consider solving the linear system $AD^2_iA^\ssf Ty=AD^2_ic$, where $A$ is an $m\times n$ full row rank matrix, $m\leq n$, $y\in \bold R^m$, $c\in \bold R^n$, $D_i$ is diagonal with positive elements. Such a system characterizes the iteration of interior point methods and several problems in linear regression. We show that an equivalent system can be considered that has $n-m$ equations and variables, resulting in a significant reduction of the solution cost for large values of $m$.''