A New Finite Continuation Algorithm for Linear Programming

DOI10.1137/S1052623493258556zbMath0856.90074OpenAlexW1998398679MaRDI QIDQ4895611

Kaj Madsen, Hans Bruun Nielsen, Mustafa Çelebi Pinar

Publication date: 3 February 1997

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1052623493258556

zbMATH Keywords

Newton methodHuber functionnondifferentiable problem\(\ell_ 1\) minimizationfinite continuation algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05)

Related Items (6)

A characterization of the optimal set of linear programs based on the augmented lagrangian ⋮ Piecewise-linear pathways to the optimal solution set in linear programming ⋮ A penalty continuation method for the \(\ell_\infty\) solution of overdetermined linear systems ⋮ On Newton's method for Huber's robust M-estimation problems in linear regression ⋮ Huber approximation for the non-linear \(l_{1}\) problem ⋮ An \(L_{1}\) estimation algorithm with degeneracy and linear constraints.

Uses Software

• LSSOL
• AAFAC

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