Finiteness of the quadratic primal simplex method when \(\mathbf s\)-monotone index selection rules are applied
From MaRDI portal
Publication:1787922
DOI10.1007/s10100-018-0523-1zbMath1397.90289OpenAlexW2258720714MaRDI QIDQ1787922
Zsolt Csizmadia, Adrienn Csizmadia, Tibor Illés
Publication date: 5 October 2018
Published in: CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10100-018-0523-1
Related Items (4)
Market exchange models and geometric programming ⋮ Editorial. CEJOR special issue of Croatian Operational Research Society ⋮ Editorial ⋮ Predictor-corrector interior-point algorithm for \(P_*(\kappa)\)-linear complementarity problems based on a new type of algebraic equivalent transformation technique
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The linear complementarity problem, sufficient matrices, and the criss- cross method
- Pivot rules for linear programming: A survey on recent theoretical developments
- Pivot versus interior point methods: Pros and cons
- New variants of finite criss-cross pivot algorithms for linear programming
- New variants of the criss-cross method for linearly constrained convex quadratic programming
- The \(s\)-monotone index selection rules for pivot algorithms of linear programming
- The role of pivoting in proving some fundamental theorems of linear algebra
- The Criss-Cross Method for Solving Linear Programming Problems
- The Simplex Method for Quadratic Programming
- A convergent criss-cross method
- New Finite Pivoting Rules for the Simplex Method
- A Monotonic Build-Up Simplex Algorithm for Linear Programming
- Some generalizations of the criss-cross method for quadratic programming
- The s-monotone index selection rule for criss-cross algorithms of linear complementarity problems
- Computational aspects of simplex and MBU-simplex algorithms using different anti-cycling pivot rules
- Anstreicher–Terlaky type monotonic simplex algorithms for linear feasibility problems
- New criss-cross type algorithms for linear complementarity problems with sufficient matrices
- Nonlinear Programming
- Simplicial methods for quadratic programming
- A Parametric Simplicial Formulation of Houthakker's Capacity Method
- The Symmetric Formulation of the Simplex Method for Quadratic Programming
This page was built for publication: Finiteness of the quadratic primal simplex method when \(\mathbf s\)-monotone index selection rules are applied