On Wolfe's Method for Resolving Degeneracy in Linearly Constrained Optimization

DOI10.1137/130930522zbMath1307.90005OpenAlexW1988947979MaRDI QIDQ2934473

Roger Fletcher

Publication date: 12 December 2014

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/130930522

zbMATH Keywords

linear programmingquadratic programmingdegeneracylinearly constrained optimizationWolfe's methodL1QP

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Quadratic programming (90C20) Linear programming (90C05) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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