A penalty approach to linear programs with many two-sided constraints

DOI10.1007/978-3-030-77876-7_14MaRDI QIDQ2117633zbMATH OpenOpenAlexFDO

Authors P. I. Stetsyuk, Andreas Fischer, Oksana Pichugina

Publication date 22 March 2022

Full work available at URL https://doi.org/10.1007/978-3-030-77876-7_14

zbMATH Keywords

linear programming\(r\)-algorithmGNU octavenon-smooth penalty method

Mathematics Subject Classification ID

Linear programming (90C05)

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Cites work

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• scientific article; zbMATH DE number 3249572 (Why is no real title available?)
• A Modeling Language for Mathematical Programming
• Algorithms of nondifferentiable optimization: development and application
• Nondifferentiable optimization and polynomial problems
• Robust energy cost optimization of water distribution system with uncertain demand
• Robust optimization
• Shor's r-algorithms: theory and practice
• Theory and software implementations of Shor's r-algorithms

Cited in

(4)

• The ellipsoid method and computational aspects
• Linear programming with nonparametric penalty programs and iterated thresholding
• Improved Penalties for Fixed Cost Linear Programs Using Lagrangean Relaxation
• On using exterior penalty approaches for solving linear programming problems

Describes a project that uses

Uses Software

• NEOS
• GLPK
• Gurobi
• CPLEX
• AMPL
• Octave

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