Finiteness of the quadratic primal simplex method when s-monotone index selection rules are applied
From MaRDI portal
Publication:1787922
Recommendations
- Finiteness of the quadratic simplex method with the application of index selection rules
- The \(s\)-monotone index selection rules for pivot algorithms of linear programming
- New variants of the criss-cross method for linearly constrained convex quadratic programming
- scientific article; zbMATH DE number 4045475
- Practical finite pivoting rules for the simplex method
Cites work
- scientific article; zbMATH DE number 3854804 (Why is no real title available?)
- scientific article; zbMATH DE number 3177183 (Why is no real title available?)
- scientific article; zbMATH DE number 3523317 (Why is no real title available?)
- scientific article; zbMATH DE number 2010093 (Why is no real title available?)
- A Monotonic Build-Up Simplex Algorithm for Linear Programming
- A Parametric Simplicial Formulation of Houthakker's Capacity Method
- A convergent criss-cross method
- Anstreicher–Terlaky type monotonic simplex algorithms for linear feasibility problems
- Computational aspects of simplex and MBU-simplex algorithms using different anti-cycling pivot rules
- New Finite Pivoting Rules for the Simplex Method
- New criss-cross type algorithms for linear complementarity problems with sufficient matrices
- New variants of finite criss-cross pivot algorithms for linear programming
- New variants of the criss-cross method for linearly constrained convex quadratic programming
- Nonlinear Programming
- Pivot rules for linear programming: A survey on recent theoretical developments
- Pivot versus interior point methods: Pros and cons
- Simplicial methods for quadratic programming
- Some generalizations of the criss-cross method for quadratic programming
- The Criss-Cross Method for Solving Linear Programming Problems
- The Simplex Method for Quadratic Programming
- The Symmetric Formulation of the Simplex Method for Quadratic Programming
- The \(s\)-monotone index selection rules for pivot algorithms of linear programming
- The linear complementarity problem, sufficient matrices, and the criss- cross method
- The role of pivoting in proving some fundamental theorems of linear algebra
- The s-monotone index selection rule for criss-cross algorithms of linear complementarity problems
Cited in
(5)- Predictor-corrector interior-point algorithm for \(P_*(\kappa)\)-linear complementarity problems based on a new type of algebraic equivalent transformation technique
- Market exchange models and geometric programming
- Editorial
- Editorial. CEJOR special issue of Croatian Operational Research Society
- Finiteness of the quadratic simplex method with the application of index selection rules
This page was built for publication: Finiteness of the quadratic primal simplex method when \(\mathbf s\)-monotone index selection rules are applied
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1787922)