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Primal and dual convergence of a proximal point exponential penalty method for linear programming.

Felipe AlvarezRoberto Cominetti
Published in: Math. Program. (2002)
Keyphrases
  • linear programming
  • objective function
  • dynamic programming
  • linear program
  • dual variables
  • proximal point
  • least squares
  • convergence rate
  • primal dual
  • np hard
  • convergence analysis