Error bounds for strongly convex programs and (super)linearly convergent iterative schemes for the least 2-norm solution of linear programs
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For strongly convex programs error bounds on the Euclidean distance between x and the unique optimal solution \(\bar x\) are derived in terms of the violation of the Karush-Kuhn-Tucker conditions by an arbitrary point \((x,u)\in R^ n\times R^ m_+\). These bounds are uses to derive linearly and superlinearly convergent iterative schemes for obtaining the unique least \(\ell_ 2\)-norm solution of a linear program. These algorithms can effectively be used in connection with successive overrelaxation (SOR) methods for solving very large sparse linear programs.
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(17)- Parallel successive overrelaxation methods for symmetric linear complementarity problems and linear programs
- Parallel gradient projection successive overrelaxation for symmetric linear complementarity problems and linear programs
- Error bounds and convergence analysis of feasible descent methods: A general approach
- Error bounds and strong upper semicontinuity for monotone affine variational inequalities
- A recursive algorithm for finding the minimum norm point in a polytope and a pair of closest points in two polytopes
- Error bounds for analytic systems and their applications
- Error bounds for inconsistent linear inequalities and programs
- The adventures of a simple algorithm
- Finding normal solutions in piecewise linear programming
- Iterative schemes for the least 2-norm solution of piecewise linear programs
- Error estimates and Lipschitz constants for best approximation in continuous function spaces
- Sensitivity and stability analysis for nonlinear programming
- A high-order path-following method for projection onto the primal-dual optimal solution set of linear programs
- A global dual error bound and its application to the analysis of linearly constrained nonconvex optimization
- The convergence properties of infeasible inexact proximal alternating linearized minimization
- Robust error bounds for uncertain convex inequality systems with applications
- A Newton method for linear programming
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