Symbiosis between Linear Algebra and Optimization

TitleSymbiosis between Linear Algebra and Optimization
Publication TypeJournal Articles
Year of Publication2000
AuthorsO'Leary DP
JournalJournal of Computational and Applied Mathematics
Pagination447 - 465
Date Published2000///

The efficiency and effectiveness of most optimization algorithms hinges on the numerical linearalgebra algorithms that they utilize. Effective linearalgebra is crucial to their success, and because of this, optimization applications have motivated fundamental advances in numerical linearalgebra. This essay will highlight contributions of numerical linearalgebra to optimization, as well as some optimization problems encountered within linearalgebra that contribute to a symbiotic relationship.