Linear programming via a quadratic penalty function
Mathematical Methods of Operations Research
Physica - Verlag
345 - 370
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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 are studied, and a new, finite penalty algorithm for linear programming is designed. Preliminary computational results are presented.
Linear l1 estimation
Quadratic penalty functions