Augmented Lagrangian algorithms for linear programming

DOI10.1007/BF00940486zbMath0797.90061OpenAlexW2071402680MaRDI QIDQ1321268

Osman Güler

Publication date: 27 April 1994

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

Full work available at URL: https://doi.org/10.1007/bf00940486

zbMATH Keywords

global convergence rateaugmented Lagrangian algorithms

Mathematics Subject Classification ID

Convex programming (90C25) Linear programming (90C05)

Related Items

A characterization of the optimal set of linear programs based on the augmented lagrangian, Characterizations of stability of error bounds for convex inequality constraint systems, Towards an efficient augmented Lagrangian method for convex quadratic programming, Entropy-Like Minimization Methods Based On Modified Proximal Point Algorithm, The ‘Idiot’ crash quadratic penalty algorithm for linear programming and its application to linearizations of quadratic assignment problems, Convergence analysis on an accelerated proximal point algorithm for linearly constrained optimization problems, Unnamed Item, Further study on augmented Lagrangian duality theory, A global error bound for quadratic perturbation of linear programs, The adventures of a simple algorithm

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