New algorithms for linear programming

DOI10.1007/BF02006070MaRDI QIDQ1207191zbMATH OpenOpenAlexFDO

Authors Shiquan Wu, Fang Wu

Publication date 1 April 1993

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02006070

zbMATH Keywords

concave objective functiongradient methodnonlinear unconstrained maximizationvariable metric method

Mathematics Subject Classification ID

Linear programming (90C05) Convex programming (90C25) Nonlinear programming (90C30)

Review text

The linear programming problem of the form \(\min c^ T x\), subject to \(Ax=b\), \(0\leq x\leq d\), is converted into a nonlinear unconstrained maximization problem with a concave objective function. Two algorithms are proposed for solving this unconstrained maximization problem. The first one uses the gradient method, the second one the variable metric method. Both algorithms terminate in a finite number of steps for any given accuracy.

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