Normal solutions of linear programs
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Cited in
(30)- Parallel successive overrelaxation methods for symmetric linear complementarity problems and linear programs
- Introduction: New approaches to linear programming
- A new result in the theory and computation of the least-norm solution of a linear program
- Insoluble multicriteria linear programming problems
- Error bounds for strongly convex programs and (super)linearly convergent iterative schemes for the least 2-norm solution of linear programs
- Algorithms for bound constrained quadratic programming problems
- Finite termination of the proximal point algorithm
- Parallel gradient projection successive overrelaxation for symmetric linear complementarity problems and linear programs
- Newton's method for linear inequality systems
- Piecewise-linear pathways to the optimal solution set in linear programming
- On the minimum norm solution of linear programs
- Search for normal solutions in linear programming problems
- A global error bound for quadratic perturbation of linear programs
- Finding normal solutions in piecewise linear programming
- Iterative schemes for the least 2-norm solution of piecewise linear programs
- A Gauss-Newton method for convex composite optimization
- A high-order path-following method for projection onto the primal-dual optimal solution set of linear programs
- A nonlinear equation for linear programming
- A finite algorithm for the least two-norm solution of a linear program1
- The rate of convergence of dykstra's cyclic projections algorithm: The polyhedral case
- scientific article; zbMATH DE number 6160116 (Why is no real title available?)
- Metric-Constrained Optimization for Graph Clustering Algorithms
- Linear programming with nonparametric penalty programs and iterated thresholding
- An efficient CGA\_ADMM for the metric nearness problem
- Monotonicity in quadratically regularized linear programs
- An efficient algorithm for the _p norm based metric nearness problem
- Quantitative convergence of quadratically regularized linear programs
- A Newton method for linear programming
- Finite perturbation of convex programs
- A conjugate gradient algorithm for sparse linear inequalities
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