A Tikhonov regularized penalty function approach for solving polylinear programming problems

DOI10.1016/J.CAM.2017.07.032zbMath1375.65082OpenAlexW2745170271MaRDI QIDQ2406305

Julio B. Clempner, Alexander S. Poznyak

Publication date: 27 September 2017

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2017.07.032

zbMATH Keywords

convergenceMarkov chainsTikhonov regularizationill-posed problemprojection-gradient methodpoly-linear programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Uses Software

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Cites Work

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