Now showing items 1-3 of 3
A global error bound for quadratic perturbation of linear programs
We prove a global error bound result on the quadratic perturbation of linear programs. The error bound is stated in terms of function values.
Piecewise-linear pathways to the optimal solution set in linear programming
(Kluwer Academic Publishers - Plenum Publishers, 1997)
This paper takes a fresh look at the application of quadratic penalty functions to linear programming. Recently, Madsen et al. (Ref. 1) described a continuation algorithm for linear programming based on smoothing a dual ...
Linear programming via a quadratic penalty function
(Physica - Verlag, 1996)
We use quadratic penalty functions along with some recent ideas from linear l1 estimation to arrive at a new characterization of primal optimal solutions in linear programs. The algorithmic implications of this analysis ...