Use of the Cholesky Factorization in the Karmarkar Algorithm

With the introduction of the Karmarkar Algorithm hope for optimally solving 'super large' LP problems had risen high. However, a general code of the original Karmarkar Algorithm takes prohibitively long computation time to solve such problems. Employing proper factorization schemes substantially reduces the computation time of the Karmarkar Algorithm for solving super large LP problems. Use of the Karmarkar Algorithm in conjunction with factorization schemes has been successfully made within AT&T's KORBX software to solve large LP problems that Simplex Algorithm was not capable of solving.