Piecewise-linear pathways to the optimal solution set in linear programming

DOI10.1023/A:1022651331550zbMath0873.90066OpenAlexW198845011MaRDI QIDQ1357530

O. Diekmann

Publication date: 7 July 1997

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

Full work available at URL: https://doi.org/10.1023/a:1022651331550

zbMATH Keywords

continuation algorithmquadratic penalty functionsfinite penalty algorithmleast-norm algorithmpiecewise-linear path-following algorithms

Mathematics Subject Classification ID

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

Related Items

Linear programming with nonparametric penalty programs and iterated thresholding, A penalty continuation method for the \(\ell_\infty\) solution of overdetermined linear systems, A Newton method for linear programming, A global error bound for quadratic perturbation of linear programs

Uses Software

• LSSOL
• AAFAC

Cites Work

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