The adventures of a simple algorithm
A row-action method for solving the regularized linear programming problem \[ \text{minimize}\quad {\|{\mathbf x}\|^2\over 2}+ \alpha\cdot{\mathbf c}^T\cdot{\mathbf x}\qquad\text{subject to}\quad {\mathbf A}\cdot{\mathbf x}\geq{\mathbf b} \] is presented and analysed. Some numerical tests are given.
scientific article; zbMATH DE number 1880046
scientific article