Primal-dual path-following methods and the trust-region updating strategy for linear programming with noisy data

DOI10.4208/JCM.2101-M2020-0173MaRDI QIDQ5090518zbMATH OpenOpenAlexFDO

Authors Xinlong Luo, Yiyan Yao

Publication date 20 July 2022

Published in Journal of Computational Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2006.07568

zbMATH Keywords

continuation Newton methodlinear programmingnoisy datapath-following methodrank deficiencytrust-region method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Stability and convergence of numerical methods for ordinary differential equations (65L20)

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Cited in

(6)

• Generalized continuation Newton methods and the trust-region updating strategy for the underdetermined system
• Continuation Newton methods with the residual trust-region time-stepping scheme for nonlinear equations
• Continuation methods with the trusty time-stepping scheme for linearly constrained optimization with noisy data
• The regularization continuation method for optimization problems with nonlinear equality constraints
• Primal-dual path-following methods and the trust-region updating strategy for linear programming with noisy data
• Continuation Newton methods with deflation techniques for global optimization problems

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