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Browsing by Subject "Finiteness"

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    Newton's method for linear inequality systems
    (Elsevier, 1998) Pınar, M. Ç.
    We describe a modified Newton type algorithm for the solution of linear inequality systems in the sense of minimizing the ℓ2 norm of infeasibilities. Finite termination is proved, and numerical results are given. © 1998 Elsevier Science B.V.
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    Piecewise-linear pathways to the optimal solution set in linear programming
    (Kluwer Academic Publishers - Plenum Publishers, 1997) Pınar, M. Ç.
    This paper takes a fresh look at the application of quadratic penalty functions to linear programming. Recently, Madsen et al. (Ref. 1) described a continuation algorithm for linear programming based on smoothing a dual l1-formulation of a linear program with unit bounds. The present paper is prompted by the observation that this is equivalent to applying a quadratic penalty function to the dual of a linear program in standard canonical form, in the sense that both approaches generate continuous, piecewise-linear paths leading to the optimal solution set. These paths lead to new characterizations of optimal solutions in linear programming. An important product of this analysis is a finite penalty algorithm for linear programming closely related to the least-norm algorithm of Mangasarian (Ref. 2) and to the continuation algorithm of Madsen et al. (Ref. 1). The algorithm is implemented, and promising numerical results are given.

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