A quadratically convergent method for linear programming

DOI10.1016/0024-3795(91)90278-5MaRDI QIDQ808185zbMATH OpenOpenAlexWikidataFDO

Authors Stefano Herzel, Maria Cristina Recchioni, Francesco Zirilli

Publication date 1991

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(91)90278-5

zbMATH Keywords

linear programminginitial value problemquadratic convergence\(A\)-stabilityEuler's methodKarmarkar's projective algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Nonlinear ordinary differential equations and systems (34A34) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05)

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• A Faster Method For Computing Karmarkar's Projections For Large Number of Constraints
• Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory
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