Show simple item record

dc.contributor.authorPınar, M. Ç.en_US
dc.contributor.authorElhedhli, S.en_US
dc.date.accessioned2016-02-08T10:45:45Z
dc.date.available2016-02-08T10:45:45Z
dc.date.issued1998en_US
dc.identifier.issn0006-3835
dc.identifier.urihttp://hdl.handle.net/11693/25496
dc.description.abstractA 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.en_US
dc.language.isoEnglishen_US
dc.source.titleBIT Numerical Mathematicsen_US
dc.relation.isversionofhttps://doi.org/10.1007/BF02510921en_US
dc.subjectℓ∞ optimizationen_US
dc.subjectCharacterizationen_US
dc.subjectOverdetermined linear systemsen_US
dc.subjectQuadratic penalty functionsen_US
dc.titleA penalty continuation method for the ℓ∞ solution of overdetermined linear systemsen_US
dc.typeArticleen_US
dc.departmentDepartment of Industrial Engineeringen_US
dc.citation.spage127en_US
dc.citation.epage150en_US
dc.citation.volumeNumber38en_US
dc.citation.issueNumber1en_US
dc.identifier.doi10.1007/BF02510921en_US
dc.publisherSpringer Netherlandsen_US


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record