Sparsity-preserving SOR algorithms for separable quadratic and linear programming

From MaRDI portal
Publication:1085068

DOI10.1016/0305-0548(69)90004-5zbMath0606.90102OpenAlexW1993709720MaRDI QIDQ1085068

Olvi L. Mangasarian

Publication date: 1984

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: http://digital.library.wisc.edu/1793/58314



Related Items

Parallel successive overrelaxation methods for symmetric linear complementarity problems and linear programs, Convergence of SSOR methods for linear complementarity problems, A new result in the theory and computation of the least-norm solution of a linear program, Error bounds for strongly convex programs and (super)linearly convergent iterative schemes for the least 2-norm solution of linear programs, Iterative schemes for the least 2-norm solution of piecewise linear programs, Asynchronous parallel successive overrelaxation for the symmetric linear complementarity problem, Pairwise reactive SOR algorithm for quadratic programming of net import spatial equilibrium models, Multisplitting iteration schemes for solving a class of nonlinear complementarity problems, Approximation accuracy, gradient methods, and error bound for structured convex optimization, A finite algorithm for the least two-norm solution of a linear program1, Matrix multisplitting relaxation methods for linear complementarity problems, A conjugate gradient algorithm for sparse linear inequalities, Successive linearization methods for large-scale nonlinear programming problems, An iterative SOR algorithm for multi-period spatial equilibria, Parallel gradient projection successive overrelaxation for symmetric linear complementarity problems and linear programs, A coordinate gradient descent method for nonsmooth separable minimization, Sufficient conditions for the convergence of monotonic mathematical programming algorithms, A unified numerical scheme for linear-quadratic optimal control problems with joint control and state constraints, Techniques of linear programming based on the theory of convex cones, Necessary and sufficient conditions for the convergence of iterative methods for the linear complementarity problem, An algorithm for linearly constrained convex nondifferentiable minimization problems, Parallel computation of intertemporal multicommodity spatial price equilibria in the presence of quotas, More results on the convergence of iterative methods for the symmetric linear complementarity problem, Error bounds and convergence analysis of feasible descent methods: A general approach, The adventures of a simple algorithm, Descent methods for convex essentially smooth minimization, On the convergence of the coordinate descent method for convex differentiable minimization



Cites Work