On using exterior penalty approaches for solving linear programming problems (Q5945315): Difference between revisions

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+A new polynomial-time algorithm for linear programming
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+On projected newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method
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+Computational experience with a primal-dual interior point method for linear programming
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+Stable exponential-penalty algorithm with superlinear convergence
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+An infeasible (exterior point) simplex algorithm for assignment problems
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+An exterior point simplex algorithm for (general) linear programming problems
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+Exterior point algorithms for nearest points and convex quadratic programs
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+An exterior point method for the convex programming problem
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+An exterior-point method for linear programming problems
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+On Penalty and Multiplier Methods for Constrained Minimization
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+Multiplier and gradient methods
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+Convergence Properties of an Augmented Lagrangian Algorithm for Optimization with a Combination of General Equality and Linear Constraints
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+A globally  convergent Lagrangian barrier algorithm for optimization with general inequality constraints and simple bounds
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+Penalty/Barrier Multiplier Methods for Convex Programming Problems
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+On the Solution of Large Quadratic Programming Problems with Bound Constraints
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+Dual formulations and subgradient optimization strategies for linear programming relaxations of mixed-integer programs
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