Iterative linear programming solution of convex programs
type: Item
instance of: scholarly article
title: Iterative linear programming solution of convex programs
zbMATH Open document ID: 0672.90087
DOI: 10.1007/BF00941159
published in: Journal of Optimization Theory and Applications
publication date: 1990-01-01T00:00:00Z
review text: An iterative linear programming algorithm for the solution of the convex programming problem is proposed. The algorithm partially solves a sequence of linear programming subproblems whose solution is shown to converge quadratically, superlinearly, or linearly to the solution of the convex program, depending on the accuracy to which the subproblems are solved. The given algorithm is related to inexact Newton methods for the nonlinear complementarity problem. Preliminary results for an implementation of the algorithm are given.
Mathematics Subject Classification ID: 90C25
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C33
Mathematics Subject Classification ID: 90C05
Mathematics Subject Classification ID: 49M15
Mathematics Subject Classification ID: 90C55
zbMATH DE Number: 4100956
zbMATH Keywords: sequence of linear programming subproblems
zbMATH Keywords: inexact Newton methods
zbMATH Keywords: nonlinear complementarity problem
author: Michael C. Ferris
describes a project that uses: MINOS
MaRDI profile type: Publication
cites work: Inexact Newton methods for the nonlinear complementarity problem
cites work: Strongly Regular Generalized Equations
cites work: Superlinearly convergent quasi-newton algorithms for nonlinearly constrained optimization problems
cites work: Superlinearly convergent variable metric algorithms for general nonlinear programming problems
cites work: Q5652460
cites work: Q5630864
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description: scientific article; zbMATH DE number 4100956