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The LP-Newton method for standard form linear programming problems

✍ Scribed by Kitahara, Tomonari; Mizuno, Shinji; Shi, Jianming


Book ID
120604062
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
478 KB
Volume
41
Category
Article
ISSN
0167-6377

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Indefinitely preconditioned inexact Newt
✍ Ladislav LukΕ‘an; Jan Vlček πŸ“‚ Article πŸ“… 1998 πŸ› John Wiley and Sons 🌐 English βš– 195 KB πŸ‘ 2 views

An inexact Newton algorithm for large sparse equality constrained non-linear programming problems is proposed. This algorithm is based on an indefinitely preconditioned smoothed conjugate gradient method applied to the linear KKT system and uses a simple augmented Lagrangian merit function for Armij