Sparsity-preserving SOR algorithms for separable quadratic and linear programming
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Cites work
- scientific article; zbMATH DE number 3848999 (Why is no real title available?)
- scientific article; zbMATH DE number 3307153 (Why is no real title available?)
- scientific article; zbMATH DE number 3308846 (Why is no real title available?)
- A dual differentiable exact penalty function
- A duality theorem for non-linear programming
- Complementary pivot theory of mathematical programming
- Duality in quadratic programming
- Iterative Solution of Linear Programs
- Least-norm linear programming solution as an unconstrained minimization problem
- Nonlinear Perturbation of Linear Programs
- On the convergence of a basic iterative method for the implicit complementarity problem
- On the solution of large, structured linear complementarity problems: the block partitioned case
- Solution of nonsymmetric, linear complementarity problems by iterative methods
- Solution of symmetric linear complementarity problems by iterative methods
- The Solution of a Quadratic Programming Problem Using Systematic Overrelaxation
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- Techniques of linear programming based on the theory of convex cones
- Successive linearization methods for large-scale nonlinear programming problems
- Parallel computation of intertemporal multicommodity spatial price equilibria in the presence of quotas
- Descent methods for convex essentially smooth minimization
- Sufficient conditions for the convergence of monotonic mathematical programming algorithms
- A new result in the theory and computation of the least-norm solution of a linear program
- Pairwise reactive SOR algorithm for quadratic programming of net import spatial equilibrium models
- Error bounds for strongly convex programs and (super)linearly convergent iterative schemes for the least 2-norm solution of linear programs
- Multisplitting iteration schemes for solving a class of nonlinear complementarity problems
- On the convergence of the coordinate descent method for convex differentiable minimization
- Iterative schemes for the least 2-norm solution of piecewise linear programs
- Parallel successive overrelaxation methods for symmetric linear complementarity problems and linear programs
- Asynchronous parallel successive overrelaxation for the symmetric linear complementarity problem
- Necessary and sufficient conditions for the convergence of iterative methods for the linear complementarity problem
- An algorithm for linearly constrained convex nondifferentiable minimization problems
- Error bounds and convergence analysis of feasible descent methods: A general approach
- A finite algorithm for the least two-norm solution of a linear program1
- More results on the convergence of iterative methods for the symmetric linear complementarity problem
- The adventures of a simple algorithm
- Sparsity in convex quadratic programming with interior point methods
- A conjugate gradient algorithm for sparse linear inequalities
- An iterative SOR algorithm for multi-period spatial equilibria
- Matrix multisplitting relaxation methods for linear complementarity problems
- Convergence of SSOR methods for linear complementarity problems
- A coordinate gradient descent method for nonsmooth separable minimization
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