The Dual Active Set Algorithm and Its Application to Linear Programming
نویسنده
چکیده
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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عنوان ژورنال:
- Comp. Opt. and Appl.
دوره 21 شماره
صفحات -
تاریخ انتشار 2002