A new result in the theory and computation of the least-norm solution of a linear program
type: Item
instance of: scholarly article
title: A new result in the theory and computation of the least-norm solution of a linear program
zbMATH Open document ID: 0622.90053
DOI: 10.1007/BF00939047
published in: Journal of Optimization Theory and Applications
publication date: 1987-01-01T00:00:00Z
review text: By perturbing properly a linear program to a separable quadratic program, it is possible to solve the latter in its dual variable space by iterative techniques such as sparsity-preserving SOR (successive overrelaxation) algorithms. The main result of this paper gives an effective computational criterion to check whether the solutions of the perturbed quadratic programs provide the least-norm solution of the original linear program.
Mathematics Subject Classification ID: 90C05
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C20
zbMATH DE Number: 4010206
zbMATH Keywords: large-scale systems
zbMATH Keywords: perturbation
zbMATH Keywords: separable quadratic program
zbMATH Keywords: successive overrelaxation
zbMATH Keywords: least-norm solution
author: Stefano Lucidi
MaRDI profile type: Publication
cites work: Normal solutions of linear programs
cites work: Nonlinear Perturbation of Linear Programs
cites work: Sparsity-preserving SOR algorithms for separable quadratic and linear programming
cites work: Solution of symmetric linear complementarity problems by iterative methods
cites work: A multiplier method with automatic limitation of penalty growth
cites work: A Continuously Differentiable Exact Penalty Function for Nonlinear Programming Problems with Inequality Constraints
cites work: On the global stabilization of locally convergent algorithms
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description: scientific article; zbMATH DE number 4010206