Least-norm linear programming solution as an unconstrained minimization problem

DOI10.1016/0022-247X(83)90283-4MaRDI QIDQ593978zbMATH OpenFDO

Authors O. L. Mangasarian

Publication date 1983

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

stabilityconvex quadratic programleast norm solutionprimal-dual solution

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Linear programming (90C05) Nonlinear programming (90C30)

Cites work

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• A Characterization of Stability in Linear Programming
• A generalized conjugate gradient algorithm for solving a class of quadratic programming problems
• Bounds for error in the solution set of a perturbed linear program
• Complementary pivot theory of mathematical programming
• Duality in Nonlinear Programming: A Simplified Applications-Oriented Development
• Duality in quadratic programming
• Iterative Solution of Linear Programs
• Nonlinear Perturbation of Linear Programs
• Nonlinear programming problems with stochastic objective functions
• Solution of symmetric linear complementarity problems by iterative methods
• The conjugate gradient method in extremal problems

Cited in

(9)

• On the Lipschitz behavior of optimal solutions in parametric problems of quadratic optimization and linear complementarity
• A high-order path-following method for projection onto the primal-dual optimal solution set of linear programs
• Linearly constrained convex programming as unconstrained differentiable concave programming
• A dual differentiable exact penalty function
• An unconstrained dual approach to solving Karmarkar-type linear programs using conventional barrier functions
• Sparsity-preserving SOR algorithms for separable quadratic and linear programming
• A Gauss-Newton method for convex composite optimization
• On piecewise quadratic Newton and trust region problems
• Unconstrained convex programming approach to linear programming

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