Linear programming via least squares
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Publication:1114313
DOI10.1016/0024-3795(88)90067-5zbMath0663.65059OpenAlexW1997184590WikidataQ114852103 ScholiaQ114852103MaRDI QIDQ1114313
Publication date: 1988
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0024-3795(88)90067-5
linear programmingNumerical experimentslinear least squaresactive set methodsteepest descent direction
Related Items (6)
Piecewise-linear pathways to the optimal solution set in linear programming ⋮ Theorems of the alternative and duality ⋮ The sagitta method for solving linear programs ⋮ The distance between two convex sets ⋮ The relationship between theorems of the alternative, least norm problems, steepest descent directions, and degeneracy: A review ⋮ On degeneracy in linear programming and related problems
Cites Work
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- A penalty linear programming method using reduced-gradient basis-exchange techniques
- A numerically stable form of the simplex algorithm
- An Efficient Algorithm for Solving the Rectilinear Multifacility Location Problem
- The Minimax Solution of Linear Equations Subject to Linear Constraints
- Linear Programming via a Nondifferentiable Penalty Function
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