Improved smoothing-type methods for the solution of linear programs (Q1348921)
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scientific article; zbMATH DE number 1742785
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved smoothing-type methods for the solution of linear programs |
scientific article; zbMATH DE number 1742785 |
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Improved smoothing-type methods for the solution of linear programs (English)
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21 May 2002
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The authors present a predictor-corrector method for the solution of linear programs by reformulating the primal-dual optimality conditions as a nonlinear and nonsmooth system of equations and applying a Newton-type method to a smooth approximation of the nonsmooth system. The global and local convergence properties are investigated, and some numerical results are reported.
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linear programs
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predictor-corrector method
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convergence
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Newton-type method
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numerical results
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0.9319627
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0.92436457
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0.91734535
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0.91111577
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0.9088464
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