On the Primal-Dual Steepest Descent Algorithm for Extended Linear-Quadratic Programming (Q4764311)

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scientific article; zbMATH DE number 750705
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On the Primal-Dual Steepest Descent Algorithm for Extended Linear-Quadratic Programming
scientific article; zbMATH DE number 750705

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    On the Primal-Dual Steepest Descent Algorithm for Extended Linear-Quadratic Programming (English)
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    26 November 1995
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    primal-dual steepest descent method
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    error estimates
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    large scale linear- quadratic programming
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    update schemes
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    global linear convergence
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    numerical examples
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