Improved smoothing-type methods for the solution of linear programs
type: Item
instance of: scholarly article
title: Improved smoothing-type methods for the solution of linear programs
zbMATH Open document ID: 0994.65065
author: Stephan Engelke
author: Christian Kanzow
published in: Numerische Mathematik
publication date: 2002-05-21T00:00:00Z
review text: The authors present a predictor-corrector method for the solution of linear programs by reformulating the primal-dual optimality conditions as a nonlinear and nonsmooth system of equations and applying a Newton-type method to a smooth approximation of the nonsmooth system. The global and local convergence properties are investigated, and some numerical results are reported.
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 90C05
zbMATH DE Number: 1742785
zbMATH Keywords: linear programs
zbMATH Keywords: predictor-corrector method
zbMATH Keywords: convergence
zbMATH Keywords: Newton-type method
zbMATH Keywords: numerical results
describes a project that uses: LIPSOL
MaRDI profile type: Publication
full work available at URL: s002110100301
OpenAlex ID: W1970394240
DOI: 10.1007/S002110100301
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description: scientific article; zbMATH DE number 1742785