On the solution of linear programs by Jacobian smoothing methods

DOI10.1023/A:1012934518595zbMath0996.90053MaRDI QIDQ5959288

Stephan Engelke, Christian Kanzow

Publication date: 26 March 2002

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

global convergencequadratic convergenceinterior point methodlinear programperturbed Newton methodssmooth method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Interior-point methods (90C51)

Related Items

A smoothing Newton-type method for generalized nonlinear complementarity problem ⋮ A smoothing Levenberg-Marquardt method for the extended linear complementarity problem

Uses Software

• LIPSOL