A quadratically convergent method for linear programming
DOI10.1016/0024-3795(91)90278-5zbMATH Open0731.65050OpenAlexW2090806510WikidataQ114852073 ScholiaQ114852073MaRDI QIDQ808185FDOQ808185
Authors: Stefano Herzel, Maria Cristina Recchioni, 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
Recommendations
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)
Cites Work
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Cited In (23)
- A cooperative sensor network: optimal deployment and functioning
- A roof linearization algorithm to obtain a tight upper bound for integer nonseparable quadratic programming
- Theoretical and computational study of several linearisation techniques for binary quadratic problems
- An algorithm for solving quadratic programming problems with linear equality and inequality constraints.
- Maximum likelihood estimation of the parameters of a system of stochastic differential equations that models the returns of the index of some classes of hedge funds
- Title not available (Why is that?)
- Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory
- Title not available (Why is that?)
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- Determining a stable relationship between hedge fund index HFRI-equity and S\&P 500 behaviour, using filtering and maximum likelihood
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- Stable barrier-projection and barrier-Newton methods in linear programming
- A hypoquadratic convergence method for Lagrange multipliers
- A Faster Method For Computing Karmarkar's Projections For Large Number of Constraints
- Title not available (Why is that?)
- Box-constrained multi-objective optimization: A gradient-like method without ``a priori scalarization
- Monotone variable-metric algorithm for linearly constrained nonlinear programming
- An implementation of the QSPLINE method for solving convex quadratic programming problems with simple bound constraints.
- An approximate solution to linear and quadratic programming problems by the method of least squares
- An interior point algorithm for global optimal solutions and KKT points
- Title not available (Why is that?)
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