On using exterior penalty approaches for solving linear programming problems
From MaRDI portal
Recommendations
- Exactness conditions for a convex differentiable exterior penalty for linear programming
- Three nearly scaling-invariant versions of an exterior point algorithm for linear programming
- Augmented Lagrangian method for large-scale linear programming problems
- Application on Newton and augmented Lagrangian methods to linear programming
- A penalty approach to linear programs with many two-sided constraints
Cites work
- A class of convergent primal-dual subgradient algorithms for decomposable convex programs
- A globally convergent Lagrangian barrier algorithm for optimization with general inequality constraints and simple bounds
- A new polynomial-time algorithm for linear programming
- A primal-dual conjugate subgradient algorithm for specially structured linear and convex programming problems
- An exterior point method for the convex programming problem
- An exterior point simplex algorithm for (general) linear programming problems
- An exterior-point method for linear programming problems
- An infeasible (exterior point) simplex algorithm for assignment problems
- Computational experience with a primal-dual interior point method for linear programming
- Conjugate gradient methods using quasi-Newton updates with inexact line searches
- Convergence Properties of an Augmented Lagrangian Algorithm for Optimization with a Combination of General Equality and Linear Constraints
- Dual formulations and subgradient optimization strategies for linear programming relaxations of mixed-integer programs
- Exterior point algorithms for nearest points and convex quadratic programs
- scientific article; zbMATH DE number 417962 (Why is no real title available?)
- scientific article; zbMATH DE number 1206370 (Why is no real title available?)
- scientific article; zbMATH DE number 1203366 (Why is no real title available?)
- scientific article; zbMATH DE number 1243473 (Why is no real title available?)
- scientific article; zbMATH DE number 729680 (Why is no real title available?)
- scientific article; zbMATH DE number 830380 (Why is no real title available?)
- Multiplier and gradient methods
- On Penalty and Multiplier Methods for Constrained Minimization
- On projected newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method
- On the Solution of Large Quadratic Programming Problems with Bound Constraints
- Penalty/Barrier Multiplier Methods for Convex Programming Problems
- Stable exponential-penalty algorithm with superlinear convergence
Cited in
(6)- An external reconstruction approach (ERA) to linear programming
- Exactness conditions for a convex differentiable exterior penalty for linear programming
- Three nearly scaling-invariant versions of an exterior point algorithm for linear programming
- Improving a primal–dual simplex-type algorithm using interior point methods
- Exterior point simplex-type algorithms for linear and network optimization problems
- An exterior simplex type algorithm for the minimum cost network flow problem
This page was built for publication: On using exterior penalty approaches for solving linear programming problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5945315)