We apply this result to obtain a new approach for solving the
symmetric indefinite systems
arising in interior-point methods for linear and quadratic programming.
These systems are typically solved either by reducing to a
system or by performing a Bunch-Parlett factorization of the full
indefinite system at every iteration.
Ours is an intermediate approach based on reducing to a
This approach entails less fill-in than further reducing to a
positive definite system but is based on a static ordering and
is therefore more
efficient than performing Bunch-Parlett factorizations of the original
Paper available at: ftp://dimacs.rutgers.edu/pub/dimacs/TechnicalReports/TechReports/1993/93-72.ps