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Projection algorithms for linear programming - MaRDI portal

Projection algorithms for linear programming (Q1199509)

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scientific article; zbMATH DE number 94376
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English
Projection algorithms for linear programming
scientific article; zbMATH DE number 94376

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    Projection algorithms for linear programming (English)
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    16 January 1993
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    The paper is concerned with iterative projection methods for solving the feasibility problem of linear programming. The approach gives rise to a geometric interpretation based on the nearest point projection. It uses an unconstrained convex programming formulation in which it is possible to chose differentiable objective functions. A particular study of an algorithm using a variable metric method with exact line search is presented.
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    projection methods
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    feasibility problem
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    nearest point projection
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    variable metric method
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    exact line search
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