A Global and Quadratically Convergent Method for Linear l_\infty Problems

DOI10.1137/0729071MaRDI QIDQ4018615zbMATH OpenOpenAlexFDO

Authors Thomas F. Coleman, Yuying Li

Publication date 16 January 1993

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0729071

zbMATH Keywords

affine scaling methodcomplementary slackness conditiondiscrete Chebyshev problemglobal convergenceinterior-point algorithmlinear \(l_ \infty\) problemlinear programmingNumerical resultspiecewise linear line searchquadratic convergencesimplex methodweighted least squares problems

Mathematics Subject Classification ID

Best approximation, Chebyshev systems (41A50) Numerical mathematical programming methods (65K05) Linear programming (90C05)

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