Linear programming via a quadratic penalty function

Date
1996
Authors
Pınar, M. Ç.
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Source Title
Mathematical Methods of Operations Research
Print ISSN
1432-2994
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Publisher
Physica - Verlag
Volume
44
Issue
3
Pages
345 - 370
Language
English
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Abstract

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.

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