dc.contributor.author Madsen, K. en_US dc.contributor.author Nielsen, H. B. en_US dc.contributor.author Pınar, M. Ç. en_US dc.date.accessioned 2019-02-12T06:46:26Z dc.date.available 2019-02-12T06:46:26Z dc.date.issued 1996 en_US dc.identifier.issn 1052-6234 dc.identifier.uri http://hdl.handle.net/11693/49284 dc.description.abstract We describe a new finite continuation algorithm for linear programming. The dual of the linear programming problem with unit lower and upper bounds is formulated as an f\ minimization problem augmented with the addition of a linear term. This nondifferentiable problem is approximated by a smooth problem. It is shown that the minimizers of the smooth problem define a family of piecewise-linear paths as a function of a smoothing parameter. Based on this property, a finite algorithm that traces these paths to arrive at an optimal solution of the linear program is developed. The smooth problems are solved by a Newton-type algorithm. Preliminary numerical results indicate that the new algorithm is promising. en_US dc.language.iso English en_US dc.source.title SIAM Journal on Optimization en_US dc.relation.isversionof https://epubs.siam.org/doi/10.1137/S1052623493258556 en_US dc.subject Finite algorithms en_US dc.subject Continuation methods en_US dc.subject Linear programming en_US dc.subject £1 optimization en_US dc.subject Huber function en_US dc.subject Newton's method en_US dc.title A new finite continuation algorithm for linear programming en_US dc.type Article en_US dc.department Department of Industrial Engineering en_US dc.citation.spage 600 en_US dc.citation.epage 616 en_US dc.citation.volumeNumber 6 en_US dc.citation.issueNumber 3 en_US dc.identifier.doi 10.1137/S1052623493258556 en_US dc.publisher Society for Industrial and Applied Mathematics en_US dc.identifier.eissn 1095-7189
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