Augmented Lagrangian method for large-scale linear programming problems

DOI10.1080/10556780500139690zbMath1134.90023OpenAlexW1991195509MaRDI QIDQ5717539

A. I. Golikov, N. Mollaverdy, Yuri G. Evtushenko

Publication date: 10 January 2006

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556780500139690

zbMATH Keywords

Newton methodlinear programming problemaugmented Lagrangian

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)

Related Items

Computing minimum norm solution of linear systems of equations by the generalized Newton method, Smoothing techniques and augmented Lagrangian method for recourse problem of two-stage stochastic linear programming, Minimal representations of a face of a convex polyhedron and some applications, The ‘Idiot’ crash quadratic penalty algorithm for linear programming and its application to linearizations of quadratic assignment problems, An Asymptotically Superlinearly Convergent Semismooth Newton Augmented Lagrangian Method for Linear Programming, Augmented Lagrangian method within L-shaped method for stochastic linear programs, Tikhonov regularization for infeasible absolute value equations, Unnamed Item

Uses Software

• BPMPD
• Mosek

Cites Work

• A Newton method for linear programming
• On the minimum norm solution of linear programs
• A finite newton method for classification
• The BPMPD interior point solver for convex quadratic problems
• Exact Penalty Functions in Constrained Optimization
• Unnamed Item