Finding normal solutions in piecewise linear programming
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Cites work
- scientific article; zbMATH DE number 439380 (Why is no real title available?)
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- scientific article; zbMATH DE number 1243473 (Why is no real title available?)
- scientific article; zbMATH DE number 4119948 (Why is no real title available?)
- A Cholesky dual method for proximal piecewise linear programming
- A Descent Algorithm for Minimizing Polyhedral Convex Functions
- A Dual Method for Certain Positive Semidefinite Quadratic Programming Problems
- A Method for Solving Certain Quadratic Programming Problems Arising in Nonsmooth Optimization
- A Parametric Method for Semidefinite Quadratic Programs
- A Technique for Resolving Degeneracy in Linear Programming
- A finite algorithm for the least two-norm solution of a linear program1
- A method for solving nonlinear maximum‐problems depending on parameters
- A new result in the theory and computation of the least-norm solution of a linear program
- Automatic decrease of the penalty parameter in exact penalty function methods
- Convex Analysis
- Equivalence of some quadratic programming algorithms
- Error bounds for strongly convex programs and (super)linearly convergent iterative schemes for the least 2-norm solution of linear programs
- Finite perturbation of convex programs
- Global and superlinear convergence of a class of variable metric methods
- Inertia-Controlling Methods for General Quadratic Programming
- Introduction to sensitivity and stability analysis in nonlinear programming
- Iterative Solution of Linear Programs
- New variants of bundle methods
- Nonlinear Perturbation of Linear Programs
- Normal solutions of linear programs
- On the solution of highly degenerate linear programmes
- One way to solve the parametric quadratic programming problem
- Proximal level bundle methods for convex nondifferentiable optimization, saddle-point problems and variational inequalities
- Proximity control in bundle methods for convex nondifferentiable minimization
- Resolving degeneracy in quadratic programming
- Solution point differentiability without strict complementarity in nonlinear programming
- Stability of solutions to convex problems of optimization
- The Simplex Method for Quadratic Programming
- The generalized simplex method for minimizing a linear form under linear inequality restraints
Cited in
(7)- Tuning strategy for the proximity parameter in convex minimization
- Normal solutions of linear programs
- scientific article; zbMATH DE number 5811179 (Why is no real title available?)
- Iterative schemes for the least 2-norm solution of piecewise linear programs
- Proximal level bundle methods for convex nondifferentiable optimization, saddle-point problems and variational inequalities
- An inexact bundle variant suited to column generation
- On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems
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