Primal-Dual Path-Following Methods and the Trust-Region Updating Strategy for Linear Programming with Noisy Data
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Publication:5090518
DOI10.4208/jcm.2101-m2020-0173OpenAlexW3118616449MaRDI QIDQ5090518
Publication date: 20 July 2022
Published in: Journal of Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.07568
linear programmingnoisy datatrust-region methodpath-following methodrank deficiencycontinuation Newton method
Numerical mathematical programming methods (65K05) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05)
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The regularization continuation method for optimization problems with nonlinear equality constraints, Generalized continuation Newton methods and the trust-region updating strategy for the underdetermined system, Continuation Newton methods with the residual trust-region time-stepping scheme for nonlinear equations
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