Error bounds for strongly convex programs and (super)linearly convergent iterative schemes for the least 2-norm solution of linear programs (Q1103527)

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scientific article; zbMATH DE number 4053354
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    Error bounds for strongly convex programs and (super)linearly convergent iterative schemes for the least 2-norm solution of linear programs
    scientific article; zbMATH DE number 4053354

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      Error bounds for strongly convex programs and (super)linearly convergent iterative schemes for the least 2-norm solution of linear programs (English)
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      1988
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      For strongly convex programs error bounds on the Euclidean distance between x and the unique optimal solution \(\bar x\) are derived in terms of the violation of the Karush-Kuhn-Tucker conditions by an arbitrary point \((x,u)\in R^ n\times R^ m_+\). These bounds are uses to derive linearly and superlinearly convergent iterative schemes for obtaining the unique least \(\ell_ 2\)-norm solution of a linear program. These algorithms can effectively be used in connection with successive overrelaxation (SOR) methods for solving very large sparse linear programs.
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      strongly convex programs
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      error bounds
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      successive overrelaxation
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      large sparse linear programs
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