A Globally Convergent Probability-One Homotopy for Linear Programs with Linear Complementarity Constraints.
Layne T. WatsonStephen C. BillupsJohn E. MitchellDavid R. EasterlingPublished in: SIAM J. Optim. (2013)
Keyphrases
- linear program
- linear inequalities
- globally convergent
- linear programming problems
- linear programming
- line search
- mixed integer
- augmented lagrangian
- primal dual
- variational inequalities
- column generation
- autocalibration
- lagrange multipliers
- interior point methods
- linear constraints
- simplex method
- optimal solution
- convex hull
- objective function
- np hard
- dynamic programming
- global convergence
- nonlinear programming
- quadratic programming
- least squares
- multi objective