On Wolfe's method for resolving degeneracy in linearly constrained optimization

SIAM Journal on Optimization

Volumn 24, Issue 3, 2014, Pages 1122-1137

  Fletcher, Roger ^a  

^a UNIVERSITY OF DUNDEE   (United Kingdom)

Author keywords

Degeneracy; L1QP; Linear Programming; Linearly constrained optimization; Quadratic programming; Wolfe's method

Indexed keywords

DIGITAL STORAGE; LINEAR PROGRAMMING; OPTIMIZATION; QUADRATIC PROGRAMMING;

ACTIVE SET METHODS; DEGENERACY; L1QP; LINEAR CONSTRAINTS; LINEARLY CONSTRAINED OPTIMIZATION; LINEARLY CONSTRAINED OPTIMIZATION PROBLEM; OBJECTIVE FUNCTIONS; WOLFE'S METHOD;

CONSTRAINED OPTIMIZATION;

EID: 84910617946     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/130930522     Document Type: Article

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