Browsing by Keywords "Newton's method"
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A new finite continuation algorithm for linear programming
(Society for Industrial and Applied Mathematics, 1996)We describe a new finite continuation algorithm for linear programming. The dual of the linear programming problem with unit lower and upper bounds is formulated as an f\ minimization problem augmented with the addition ... -
Newton's method for linear inequality systems
(Elsevier, 1998)We describe a modified Newton type algorithm for the solution of linear inequality systems in the sense of minimizing the ℓ2 norm of infeasibilities. Finite termination is proved, and numerical results are given. © 1998 ... -
On Newton's method for Huber's robust M-estimation problems in linear regression
(Springer Netherlands, 1998)The Newton method of Madsen and Nielsen (1990) for computing Huber's robust M-estimate in linear regression is considered. The original method was proved to converge finitely for full rank problems under some additional ...