A first-order E-approximation algorithm for large linear programs
This report presents an algorithm that finds an -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 bisection...
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| Format: | other |
| Language: | eng |
| Published: |
2000
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| Online Access: | http://hdl.handle.net/10316/11466 |
| Country: | Portugal |
| Oai: | oai:estudogeral.sib.uc.pt:10316/11466 |