On the Primal-Dual Steepest Descent Algorithm for Extended Linear-Quadratic Programming

DOI10.1137/0805006MaRDI QIDQ4764311zbMATH OpenOpenAlexFDO

Authors Ciyou Zhu

Publication date 26 November 1995

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0805006

zbMATH Keywords

error estimatesglobal linear convergencelarge scale linear- quadratic programmingnumerical examplesprimal-dual steepest descent methodupdate schemes

Mathematics Subject Classification ID

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

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Cited in

(6)

• Solving large-scale minimax problems with the primal-dual steepest descent algorithm
• A lower bound on the number of iterations of long-step primal-dual linear programming algorithms
• A predictor-corrector method for extended linear-quadratic programming
• Primal-dual Newton method with steepest descent for the linear semidefinite programming problem: Newton's system of equations
• Primal-dual Newton method with steepest descent for the linear semidefinite programming problem: iterative process
• Primal-Dual Projected Gradient Algorithms for Extended Linear-Quadratic Programming

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