Iterative linear programming solution of convex programs

DOI10.1007/BF00941159zbMath0672.90087MaRDI QIDQ1120478

Michael C. Ferris

Publication date: 1990

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

inexact Newton methodsnonlinear complementarity problemsequence of linear programming subproblems

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Newton-type methods (49M15) Linear programming (90C05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Methods of successive quadratic programming type (90C55)

Related Items

Convergence results and numerical experiments on a linear programming hybrid algorithm, Generalized weak sharp minima in cone-constrained convex optimization with applications, Necessary conditions for weak sharp minima in cone-constrained optimization problems, Generalized weak sharp minima in cone-constrained convex optimization on Hadamard manifolds

Uses Software

• MINOS

Cites Work

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• Strongly Regular Generalized Equations
• Superlinearly convergent quasi-newton algorithms for nonlinearly constrained optimization problems
• Superlinearly convergent variable metric algorithms for general nonlinear programming problems
• Inexact Newton methods for the nonlinear complementarity problem