The Dual Active Set Algorithm and Its Application to Linear Programming

被引：0

作者：

William W. Hager

机构：

[1] University of Florida,Department of Mathematics

来源：

Computational Optimization and Applications | 2002年 / 21卷

关键词：

dual active set algorithm; linear programming; active set; line search; nonlinear programming;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

The Dual Active Set Algorithm (DASA), presented in Hager, Advances in Optimization and Parallel Computing, P.M. Pardalos (Ed.), North Holland: Amsterdam, 1992, pp. 137–142, for strictly convex optimization problems, is extended to handle linear programming problems. Line search versions of both the DASA and the LPDASA are given.

引用

页码：263 / 275

页数：12

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