On the Primal-Dual Steepest Descent Algorithm for Extended Linear-Quadratic Programming

DOI10.1137/0805006zbMath0826.65054OpenAlexW2048249717MaRDI QIDQ4764311

Ciyou Zhu

Publication date: 26 November 1995

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0805006

zbMATH Keywords

error estimatesnumerical examplesglobal linear convergenceupdate schemeslarge scale linear- quadratic programmingprimal-dual steepest descent method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Linear programming (90C05)

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