Symbiosis between Linear Algebra and Optimization
Abstract
The efficiency and effectiveness of most optimization algorithms
hinges on the numerical linear algebra algorithms that they utilize.
Effective linear algebra is crucial to their success, and because
of this, optimization applications have motivated fundamental advances
in numerical linear algebra. This essay will highlight contributions
of numerical linear algebra to optimization, as well as some
optimization problems encountered within linear algebra that contribute to
a symbiotic relationship.
Also cross-referenced as UMIACS-TR-99-30