An iterative method, having linear rate of convergence, for solving a pair of dual linear programs
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Publication:5675136
DOI10.1007/BF01585003zbMATH Open0259.90019OpenAlexW2055575024MaRDI QIDQ5675136FDOQ5675136
Publication date: 1972
Published in: Mathematical Programming (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01585003
Cites Work
- The Relaxation Method for Linear Inequalities
- The Solution of a Quadratic Programming Problem Using Systematic Overrelaxation
- Title not available (Why is that?)
- Symmetric dual quadratic programs
- Gradient methods for solving equations and inequalities
- Title not available (Why is that?)
- Title not available (Why is that?)
Cited In (16)
- Decomposition through formalization in a product space
- Convergence of the cyclical relaxation method for linear inequalities
- An algorithm with long steps for the simultaneous block projections approach for the linear feasibility problem
- Variational inequalities and discrete and continuum models of network equilibrium problems
- Geometrically convergent projection method in matrix games
- Time-dependent traffic equilibria
- Minimization methods with constraints
- Iterative solution of convex problems by fejer-monotone methods
- On convergence rates of subgradient optimization methods
- Symmetric duality, and a convergent subgradient method for discrete, linear, constrained approximation problems with arbitrary norms appearing in the objective function and in the constraints
- A method for approximating the solution set of a system of convex inequalities by polytopes
- The gap function of a convex program
- About geometrical convergence of general iterative methods applied to nonunique solvable convex problems. II
- About geometrical convergence of general iterative methods applied to nonunique solvable convex problems. I
- A primal-dual subgradient method for time staged capacity expansion planning
- Validation of subgradient optimization
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