An iterative method, having linear rate of convergence, for solving a pair of dual linear programs

DOI10.1007/BF01585003MaRDI QIDQ5675136zbMATH OpenOpenAlexFDO

Authors Werner Oettli

Publication date 1972

Published in Mathematical Programming (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01585003

Mathematics Subject Classification ID

Linear programming (90C05)

Cites work

• scientific article; zbMATH DE number 3249571 (Why is no real title available?)
• scientific article; zbMATH DE number 3303572 (Why is no real title available?)
• scientific article; zbMATH DE number 3340761 (Why is no real title available?)
• Gradient methods for solving equations and inequalities
• Symmetric dual quadratic programs
• The Relaxation Method for Linear Inequalities
• The Solution of a Quadratic Programming Problem Using Systematic Overrelaxation

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
• 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
• On convergence rates of subgradient optimization methods
• 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

This page was built for publication: An iterative method, having linear rate of convergence, for solving a pair of dual linear programs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5675136)