The Dual Active Set Algorithm and Its Application to Linear Programming

被引:0
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作者
William W. Hager
机构
[1] University of Florida,Department of Mathematics
关键词
dual active set algorithm; linear programming; active set; line search; nonlinear programming;
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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.
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页码:263 / 275
页数:12
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