메뉴 건너뛰기




Volumn 103, Issue 1-4, 2001, Pages 49-70

On the Solution of Linear Programs by Jacobian Smoothing Methods

Author keywords

Global convergence; Interior point method; Linear programs; Newton type method; Quadratic convergence; Smoothing method

Indexed keywords


EID: 0035731142     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: 10.1023/A:1012934518595     Document Type: Article
Times cited : (6)

References (21)
  • 3
    • 0000555874 scopus 로고    scopus 로고
    • A non-interior predictor-corrector path following algorithm for the monotone linear complementarity problem
    • J.V. Burke and S. Xu, A non-interior predictor-corrector path following algorithm for the monotone linear complementarity problem, Mathematical Programming 87 (2000) 113-130.
    • (2000) Mathematical Programming , vol.87 , pp. 113-130
    • Burke, J.V.1    Xu, S.2
  • 4
    • 21344485287 scopus 로고
    • A non-interior-point continuation method for linear complementarity problems
    • B. Chen and P.T. Harker, A non-interior-point continuation method for linear complementarity problems, SIAM Journal on Matrix Analysis and Applications 14 (1993) 1168-1190.
    • (1993) SIAM Journal on Matrix Analysis and Applications , vol.14 , pp. 1168-1190
    • Chen, B.1    Harker, P.T.2
  • 5
    • 0032380644 scopus 로고    scopus 로고
    • Global and superlinear convergence of the smoothing Newton method and its application to general box constrained variational inequalities
    • X. Chen, L. Qi and D. Sun, Global and superlinear convergence of the smoothing Newton method and its application to general box constrained variational inequalities, Mathematics of Computation 67 (1998) 519-540.
    • (1998) Mathematics of Computation , vol.67 , pp. 519-540
    • Chen, X.1    Qi, L.2    Sun, D.3
  • 7
    • 0002769337 scopus 로고    scopus 로고
    • Complementarity and related problems
    • eds. P.M. Pardalos and M.G.C. Resende (Oxford University Press) to appear
    • M.C. Ferris and C. Kanzow, Complementarity and related problems, in: Handbook on Applied Optimization, eds. P.M. Pardalos and M.G.C. Resende (Oxford University Press) to appear.
    • Handbook on Applied Optimization
    • Ferris, M.C.1    Kanzow, C.2
  • 8
    • 84948263182 scopus 로고
    • A special Newton-type optimization method
    • A. Fischer, A special Newton-type optimization method, Optimization 24 (1992) 269-284.
    • (1992) Optimization , vol.24 , pp. 269-284
    • Fischer, A.1
  • 9
    • 21844489033 scopus 로고
    • A Newton-type method for positive semidefinite linear complementarity problems
    • A. Fischer, A Newton-type method for positive semidefinite linear complementarity problems, Journal of Optimization Theory and Applications 86 (1995) 85-608.
    • (1995) Journal of Optimization Theory and Applications , vol.86 , pp. 85-608
    • Fischer, A.1
  • 10
    • 0030517292 scopus 로고    scopus 로고
    • Some noninterior continuation methods for linear complementarity problems
    • C. Kanzow, Some noninterior continuation methods for linear complementarity problems, SIAM Journal on Matrix Analysis and Applications 17 (1996) 851-868.
    • (1996) SIAM Journal on Matrix Analysis and Applications , vol.17 , pp. 851-868
    • Kanzow, C.1
  • 11
    • 0031078565 scopus 로고    scopus 로고
    • A new approach to continuation methods for complementarity problems with uniform P-functions
    • C. Kanzow, A new approach to continuation methods for complementarity problems with uniform P-functions, Operations Research Letters 20 (1997) 85-92.
    • (1997) Operations Research Letters , vol.20 , pp. 85-92
    • Kanzow, C.1
  • 12
    • 0033418367 scopus 로고    scopus 로고
    • Jacobian smoothing methods for nonlinear complementarity problems
    • C. Kanzow and H. Pieper, Jacobian smoothing methods for nonlinear complementarity problems, SIAM Journal on Optimization 9 (1999) 342-373.
    • (1999) SIAM Journal on Optimization , vol.9 , pp. 342-373
    • Kanzow, C.1    Pieper, H.2
  • 13
    • 85153127913 scopus 로고
    • Newton's method for nondifferentiable functions
    • eds. J. Guddat et al. Akademie-Verlag, Berlin, Germany
    • B. Kummer, Newton's method for nondifferentiable functions, in: Advances in Mathematical Optimization, eds. J. Guddat et al. (Akademie-Verlag, Berlin, Germany, 1988) pp. 114-125.
    • (1988) Advances in Mathematical Optimization , pp. 114-125
    • Kummer, B.1
  • 14
    • 0000607524 scopus 로고
    • Convergence analysis of some algorithms for solving nonsmooth equations
    • L. Qi, Convergence analysis of some algorithms for solving nonsmooth equations, Mathematics of Operations Research 18 (1993) 227-244.
    • (1993) Mathematics of Operations Research , vol.18 , pp. 227-244
    • Qi, L.1
  • 15
    • 0027543961 scopus 로고
    • A nonsmooth version of Newton's method
    • L. Qi and J. Sun, A nonsmooth version of Newton's method, Mathematical Programming 58 (1993) 353-367.
    • (1993) Mathematical Programming , vol.58 , pp. 353-367
    • Qi, L.1    Sun, J.2
  • 17
    • 0002621771 scopus 로고    scopus 로고
    • Error bounds and superlinear convergence analysis of some Newton-type methods in optimization
    • eds. G. Di Pillo and F. Giannessi Kluwer Academic
    • P. Tseng, Error bounds and superlinear convergence analysis of some Newton-type methods in optimization, in: Nonlinear Optimization and Related Topics, eds. G. Di Pillo and F. Giannessi (Kluwer Academic, 2000) pp. 445-462.
    • (2000) Nonlinear Optimization and Related Topics , pp. 445-462
    • Tseng, P.1
  • 19
    • 0000116396 scopus 로고    scopus 로고
    • Modified Newton methods for solving a semismooth reformulation of monotone complementarity problems
    • N. Yamashita and M. Fukushima, Modified Newton methods for solving a semismooth reformulation of monotone complementarity problems, Mathematical Programming 76 (1997) 469-491.
    • (1997) Mathematical Programming , vol.76 , pp. 469-491
    • Yamashita, N.1    Fukushima, M.2
  • 20
    • 0000898128 scopus 로고    scopus 로고
    • User's guide to LIPSOL: Linear programming interior point solver v0.4
    • Y. Zhang, User's guide to LIPSOL: Linear programming interior point solver v0.4, Optimization Methods and Software 11 & 12 (1999) 385-396.
    • (1999) Optimization Methods and Software , vol.11-12 , pp. 385-396
    • Zhang, Y.1
  • 21
    • 0032303559 scopus 로고    scopus 로고
    • Solving large-scale linear programs by interior-point methods under the MATLAB environment
    • Y. Zhang, Solving large-scale linear programs by interior-point methods under the MATLAB environment, Optimization Methods and Software 10 (1998) 1-31.
    • (1998) Optimization Methods and Software , vol.10 , pp. 1-31
    • Zhang, Y.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.