A Cholesky dual method for proximal piecewise linear programming
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Publication:1338808
DOI10.1007/s002110050065zbMath0822.65038OpenAlexW2087580994MaRDI QIDQ1338808
Publication date: 15 October 1995
Published in: Numerische Mathematik (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s002110050065
dual problemquadratic programmingnumerical experimentsCholesky factorizationnondifferentiable optimizationlarge scale problemsactive-set strategyiterative refinementQR-factorizationproximal piecewise linear programming
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