Improved smoothing-type methods for the solution of linear programs
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.
scientific article; zbMATH DE number 1742785
scientific article