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.
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页码：263 / 275
页数：12
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