A first-order ε-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...
| Autor principal: | |
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| Outros Autores: | , |
| Formato: | conferencePaper |
| Idioma: | eng |
| Publicado em: |
2005
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/1822/50117 |
| País: | Portugal |
| Oai: | oai:repositorium.sdum.uminho.pt:1822/50117 |