On the Primal-Dual Steepest Descent Algorithm for Extended Linear-Quadratic Programming
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Publication:4764311
DOI10.1137/0805006zbMath0826.65054MaRDI QIDQ4764311
Publication date: 26 November 1995
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0805006
error estimates; numerical examples; global linear convergence; update schemes; large scale linear- quadratic programming; primal-dual steepest descent method
65K05: Numerical mathematical programming methods
90C20: Quadratic programming
90C05: Linear programming
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