A penalty linear programming method using reduced-gradient basis-exchange techniques

DOI10.1016/0024-3795(80)90227-XzbMath0431.90042WikidataQ114852110 ScholiaQ114852110MaRDI QIDQ1138478

Richard H. Bartels

Publication date: 1980

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

large sparse problemsnumerical experiencepenalty linear programming methodpiecewise-linear penalty-function approachreduced-gradient basis-exchange techniques

Mathematics Subject Classification ID

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

Related Items

A simplex algorithm for piecewise-linear programming I: Derivation and proof, Piecewise-linear pathways to the optimal solution set in linear programming, Degeneracy in the presence of roundoff errors, A simplex algorithm for piecewise-linear programming. II: Finiteness, feasibility and degeneracy, Linear programming via least squares, A primal-dual conjugate subgradient algorithm for specially structured linear and convex programming problems, Automatic decrease of the penalty parameter in exact penalty function methods, A network penalty method, Solving linear programming problems via linear minimax problems, A method of synthesis of linear discriminant function in the case of nonseparability, Procedures for optimization problems with a mixture of bounds and general linear constraints

Uses Software

• IMSL Numerical Libraries

Cites Work

• Linearly Constrained Discrete I ₁ Problems
• Linear Programming via a Nondifferentiable Penalty Function
• Minimization Techniques for Piecewise Differentiable Functions: The $l_1$ Solution to an Overdetermined Linear System
• A mathematical programming updating method using modified Givens transformations and applied to LP problems
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