Error bounds for strongly convex programs and (super)linearly convergent iterative schemes for the least 2-norm solution of linear programs

DOI10.1007/BF01448356zbMath0645.90062MaRDI QIDQ1103527

Renato De Leone, Olvi L. Mangasarian

Publication date: 1988

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

zbMATH Keywords

error boundssuccessive overrelaxationlarge sparse linear programsstrongly convex programs

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06)

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Parallel successive overrelaxation methods for symmetric linear complementarity problems and linear programs, Error bounds for analytic systems and their applications, Error bounds for inconsistent linear inequalities and programs, Sensitivity and stability analysis for nonlinear programming, Finding normal solutions in piecewise linear programming, Iterative schemes for the least 2-norm solution of piecewise linear programs, Error estimates and Lipschitz constants for best approximation in continuous function spaces, The convergence properties of infeasible inexact proximal alternating linearized minimization, Robust error bounds for uncertain convex inequality systems with applications, Parallel gradient projection successive overrelaxation for symmetric linear complementarity problems and 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, Error bounds and convergence analysis of feasible descent methods: A general approach, Error bounds and strong upper semicontinuity for monotone affine variational inequalities, A recursive algorithm for finding the minimum norm point in a polytope and a pair of closest points in two polytopes, The adventures of a simple algorithm, A Global Dual Error Bound and Its Application to the Analysis of Linearly Constrained Nonconvex Optimization

Cites Work

• Introduction to sensitivity and stability analysis in nonlinear programming
• Sparsity-preserving SOR algorithms for separable quadratic and linear programming
• Solution of symmetric linear complementarity problems by iterative methods
• Stability of the solution of definite quadratic programs
• Simple bounds for solutions of monotone complementarity problems and convex programs
• Normal solutions of linear programs
• Strongly Regular Generalized Equations
• Generalized equations and their solutions, part II: Applications to nonlinear programming
• Error bounds for monotone linear complementarity problems
• Inexact Newton methods for the nonlinear complementarity problem
• Nonlinear Programs with Positively Bounded Jacobians
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