A Global and Quadratically Convergent Method for Linear $l_\infty $ Problems (Q4018615)

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scientific article; zbMATH DE number 90393
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    A Global and Quadratically Convergent Method for Linear $l_\infty $ Problems
    scientific article; zbMATH DE number 90393

      Statements

      A Global and Quadratically Convergent Method for Linear $l_\infty $ Problems (English)
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      16 January 1993
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      linear programming
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      interior-point algorithm
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      simplex method
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      affine scaling method
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      discrete Chebyshev problem
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      global convergence
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      quadratic convergence
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      linear \(l_ \infty\) problem
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      weighted least squares problems
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      piecewise linear line search
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      complementary slackness condition
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      Numerical results
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