A new result in the theory and computation of the least-norm solution of a linear program

DOI10.1007/BF00939047zbMath0622.90053MaRDI QIDQ1091260

Stefano Lucidi

Publication date: 1987

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

perturbationlarge-scale systemssuccessive overrelaxationseparable quadratic programleast-norm solution

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Linear programming (90C05)

Related Items

Finding normal solutions in piecewise linear programming, Iterative schemes for the least 2-norm solution of piecewise linear programs, A Newton method for linear programming, A high-order path-following method for projection onto the primal-dual optimal solution set of linear programs

Cites Work

• Sparsity-preserving SOR algorithms for separable quadratic and linear programming
• On the global stabilization of locally convergent algorithms
• Solution of symmetric linear complementarity problems by iterative methods
• A multiplier method with automatic limitation of penalty growth
• A Continuously Differentiable Exact Penalty Function for Nonlinear Programming Problems with Inequality Constraints
• Normal solutions of linear programs
• Nonlinear Perturbation of Linear Programs