The ``inexact'' minimum local fill-in ordering algorithm
Csaba Meszaros
In the paper we discuss an ordering algorithm for interior point methods
of large sparse linear programming problems. Our method is based on the
minimum local fill-in heuristic, but includes some assumptions of the
minimum degree ordering. The new method considerably outperforms in speed
the minimum local fill-in and generally results in sparser factorization
than minimum degree. We discuss implementation details and programming
techniques, and compare our method on a wide variety of linear programming
test problems with the Sparspak's GENQMD subroutine which was for a long
time public accesible from Netlib.
Working Paper WP 95-7, Computer and Automation Institute,
Hungarian Academy of Sciences, Budapest.