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A sparse proximal implementation of the LP dual active set algorithm

Author
DAVIS, Timothy A1 ; HAGER, William W2
[1] Department of Computer and Information Science and Engineering, University of Florida, Gainesville, PO Box 116120, FL 32611-6120, United States
[2] Department of Mathematics, University of Florida, Gainesville, PO Box 118105, FL 32611-8105, United States
Source

Mathematical programming. 2008, Vol 112, Num 2, pp 275-301, 27 p ; ref : 42 ref

CODEN
MHPGA4
ISSN
0025-5610
Scientific domain
Control theory, operational research; Mathematics
Publisher
Springer, Heidelberg
Publication country
Germany
Document type
Article
Language
English
Author keyword
65Y20 90C06 Barrier method Dual active set algorithm Equation dropping, 90C05 Interior point method Linear programming Simplex method
Keyword (fr)
Contrainte inégalité Contrainte égalité Factorisation Cholesky Factorisation matricielle Fonction barrière Lagrangien Matrice creuse Modélisation Méthode Cholesky Méthode ensemble actif Méthode point intérieur Méthode simplexe Programmation linéaire Programmation mathématique Proximal
Keyword (en)
Inequality constraint Equality constraint Cholesky factorization Matrix factorization Barrier function Lagrangian Sparse matrix Modeling Cholesky method Active set method Interior point method Simplex method Linear programming Mathematical programming Proximal
Keyword (es)
Constreñimiento desigualdad Constreñimiento igualdad Factorisación Cholesky Factorizacion matricial Funcíon barrera Lagrangiano Matriz dispersa Modelización Método Cholesky Método conjunto activo Método punto interior Método simplejo Programación lineal Programación matemática Proximal
Classification
Pascal
001 Exact sciences and technology / 001D Applied sciences / 001D01 Operational research. Management science / 001D01A Operational research and scientific management / 001D01A03 Mathematical programming

Discipline
Operational research. Management
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
19947085

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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