A quadratically convergent method for linear programming
DOI10.1016/0024-3795(91)90278-5zbMath0731.65050OpenAlexW2090806510WikidataQ114852073 ScholiaQ114852073MaRDI QIDQ808185
Maria Cristina Recchioni, Stefano Herzel, Francesco Zirilli
Publication date: 1991
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0024-3795(91)90278-5
linear programminginitial value problemquadratic convergence\(A\)-stabilityEuler's methodKarmarkar's projective algorithm
Numerical mathematical programming methods (65K05) Linear programming (90C05) Nonlinear ordinary differential equations and systems (34A34) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05)
Related Items (9)
Uses Software
Cites Work
- A new polynomial-time algorithm for linear programming
- Homotopy techniques in linear programming
- A multiplicative barrier function method for linear programming
- Computing Karmarkar projections quickly
- On projected newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method
- On the average number of steps of the simplex method of linear programming
- A differential-equations algorithm for nonlinear equations
- A variable-metric variant of the Karmarkar algorithm for linear programming
- The Nonlinear Geometry of Linear Programming. I Affine and Projective Scaling Trajectories
- Power Series Variants of Karmarkar-Type Algorithms
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