A First-order e-approximation algorithm for linear programs and a second-order implementation

This article presents an algorithm that finds an e-feasible solution relatively to some constraints of a linear program. The algorithm is a first-order feasible directions method with constant stepsize that attempts to find the minimizer of an exponential penalty function. When embedded with bisecti...

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Bibliographic Details
Main Author: Rocha, Ana Maria A. C. (author)
Other Authors: Fernandes, Edite Manuela da G. P. (author), Soares, João L. (author)
Format: conferencePaper
Language:eng
Published: 2005
Subjects:
Linear programs
First-order algorithm
Exponential penalty function
Science & Technology
Online Access:http://hdl.handle.net/1822/5414
Country:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/5414

Internet

http://hdl.handle.net/1822/5414

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