On a Generalized G.U.B. Basis Factorization Algorithm for Blockangular Linear Problems with Coupling Constraints

Winkler, C. (1974). On a Generalized G.U.B. Basis Factorization Algorithm for Blockangular Linear Problems with Coupling Constraints. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-74-049

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Abstract

In the following we review the basic basis factorization for blockangular linear problems with coupling variables and from its analysis we determine an efficient strategy for large problems, which for a large class of problems should reduce the computations in the backward and forward transformation and the average time spent in inversions and reinversions. At the end we present some preliminary computational results which tend to confirm our theoretical conclusions.

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