• About
  • Policies
  • What is open access
  • Library
  • Contact
Advanced search
      View Item 
      •   BUIR Home
      • Scholarly Publications
      • Faculty of Engineering
      • Department of Industrial Engineering
      • View Item
      •   BUIR Home
      • Scholarly Publications
      • Faculty of Engineering
      • Department of Industrial Engineering
      • View Item
      JavaScript is disabled for your browser. Some features of this site may not work without it.

      A penalty continuation method for the ℓ∞ solution of overdetermined linear systems

      Thumbnail
      View / Download
      1.2 Mb
      Author(s)
      Pınar, M. Ç.
      Elhedhli, S.
      Date
      1998
      Source Title
      BIT Numerical Mathematics
      Print ISSN
      0006-3835
      Publisher
      Springer Netherlands
      Volume
      38
      Issue
      1
      Pages
      127 - 150
      Language
      English
      Type
      Article
      Item Usage Stats
      170
      views
      167
      downloads
      Abstract
      A new algorithm for the ℓ∞ solution of overdetermined linear systems is given. The algorithm is based on the application of quadratic penalty functions to a primal linear programming formulation of the ℓ∞ problem. The minimizers of the quadratic penalty function generate piecewise-linear non-interior paths to the set of ℓ∞ solutions. It is shown that the entire set of ℓ∞ solutions is obtained from the paths for sufficiently small values of a scalar parameter. This leads to a finite penalty/continuation algorithm for ℓ∞ problems. The algorithm is implemented and extensively tested using random and function approximation problems. Comparisons with the Barrodale-Phillips simplex based algorithm and the more recent predictor-corrector primal-dual interior point algorithm are given. The results indicate that the new algorithm shows a promising performance on random (non-function approximation) problems.
      Keywords
      ℓ∞ optimization
      Characterization
      Overdetermined linear systems
      Quadratic penalty functions
      Permalink
      http://hdl.handle.net/11693/25496
      Published Version (Please cite this version)
      https://doi.org/10.1007/BF02510921
      Collections
      • Department of Industrial Engineering 733
      Show full item record

      Browse

      All of BUIRCommunities & CollectionsTitlesAuthorsAdvisorsBy Issue DateKeywordsTypeDepartmentsCoursesThis CollectionTitlesAuthorsAdvisorsBy Issue DateKeywordsTypeDepartmentsCourses

      My Account

      Login

      Statistics

      View Usage StatisticsView Google Analytics Statistics

      Bilkent University

      If you have trouble accessing this page and need to request an alternate format, contact the site administrator. Phone: (312) 290 2976
      © Bilkent University - Library IT

      Contact Us | Send Feedback | Off-Campus Access | Admin | Privacy