An iterative method, having linear rate of convergence, for solving a pair of dual linear programs.
Werner OettliPublished in: Math. Program. (1972)
Keyphrases
- linear program
- primal dual
- quadratic program
- linear programming
- simplex method
- linear programming problems
- dual variables
- linear inequalities
- quadratic programming
- integer program
- convergence rate
- proximal point algorithm
- semi infinite
- mixed integer program
- interior point methods
- lagrangian dual
- column generation
- stochastic programming
- extreme points
- interior point
- nonlinear programming
- semidefinite programming
- simplex algorithm
- mixed integer
- optimal solution
- variational inequalities
- markov decision problems
- convex optimization problems
- mixed integer linear program
- dual formulation
- dynamic programming
- objective function
- semidefinite
- piecewise linear
- finite number
- feasible solution
- low discrepancy sequences