The dual active set algorithm and its application to linear programming

DOI10.1023/A:1013773102688zbMath1017.90061MaRDI QIDQ5961067

William W. Hager

Publication date: 26 August 2003

Published in: Computational Optimization and Applications (Search for Journal in Brave)

zbMATH Keywords

linear programmingnonlinear programmingline searchactive setdual active set algorithm

Mathematics Subject Classification ID

Numerical methods involving duality (49M29) Linear programming (90C05)

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