The adventures of a simple algorithm (Q1863543)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The adventures of a simple algorithm |
scientific article |
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The adventures of a simple algorithm (English)
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11 March 2003
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A row-action method for solving the regularized linear programming problem \[ \text{minimize}\quad {\|{\mathbf x}\|^2\over 2}+ \alpha\cdot{\mathbf c}^T\cdot{\mathbf x}\qquad\text{subject to}\quad {\mathbf A}\cdot{\mathbf x}\geq{\mathbf b} \] is presented and analysed. Some numerical tests are given.
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algorithm
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row-action method
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regularized linear programming problem
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numerical tests
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