Linear programming with stochastic elements: An on-line approach

DOI10.1016/S0898-1221(97)00066-7zbMath0893.90136MaRDI QIDQ1368447

Shu-Cherng Fang, Sichong Guan

Publication date: 28 September 1997

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

zbMATH Keywords

Kalman filteringinfeasible-interior-point method

Mathematics Subject Classification ID

Linear programming (90C05) Stochastic programming (90C15)

Cites Work

• Unnamed Item
• A new polynomial-time algorithm for linear programming
• Feasibility issues in a primal-dual interior-point method for linear programming
• Computational experience with a primal-dual interior point method for linear programming
• The Kalman filter
• An annoted bibliography on computational probability. I
• Stochastic approximation methods for constrained and unconstrained systems
• Superlinearly convergent infeasible-interior-point algorithm for degenerate LCP
• Solving stochastic programming problems via Kalman filter and affine scaling
• Stochastic processes and filtering theory
• On the Superlinear and Quadratic Convergence of Primal-Dual Interior Point Linear Programming Algorithms
• An Implementation of a Primal-Dual Interior Point Method for Linear Programming
• On the Convergence of a Class of Infeasible Interior-Point Methods for the Horizontal Linear Complementarity Problem
• Infeasible-Interior-Point Primal-Dual Potential-Reduction Algorithms for Linear Programming
• A Surface of Analytic Centers and Primal-Dual Infeasible-Interior-Point Algorithms for Linear Programming

This page was built for publication: Linear programming with stochastic elements: An on-line approach