Iterative linear programming solution of convex programs
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Numerical mathematical programming methods (65K05) Convex programming (90C25) Methods of successive quadratic programming type (90C55) Linear programming (90C05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Newton-type methods (49M15)
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- Inexact Newton methods for the nonlinear complementarity problem
- Strongly Regular Generalized Equations
- Superlinearly convergent quasi-newton algorithms for nonlinearly constrained optimization problems
- Superlinearly convergent variable metric algorithms for general nonlinear programming problems
Cited in
(24)- An approximate method for solving the convex programming problem
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- Necessary conditions for weak sharp minima in cone-constrained optimization problems
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- scientific article; zbMATH DE number 3844489 (Why is no real title available?)
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- A gradient projection method on an embedding of the feasible set
- A geometric method for a class of convex programs
- Linear programming with nonparametric penalty programs and iterated thresholding
- Shadow method for convex programming with application for Navy credit sea/shore rotation problem
- Generalization of Murty's direct algorithm to linear and convex quadratic programming
- Generalized weak sharp minima in cone-constrained convex optimization on Hadamard manifolds
- A relaxed version of Bregman's method for convex programming
- scientific article; zbMATH DE number 3858838 (Why is no real title available?)
- Generalized weak sharp minima in cone-constrained convex optimization with applications
- Simplex-inspired algorithms for solving a class of convex programming problems
- Convergence results and numerical experiments on a linear programming hybrid algorithm
- Linear programs and implicit functions
- A finite descent theory for linear programming, piecewise linear convex minimization, and the linear complementarity problem
- A fast converging iterative algorithm for linear programming
- A base reduction method for convex programming
- Numerical inclusion of optimum point for linear programming
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