Please use this identifier to cite or link to this item: https://doi.org/10.1007/BF00940319
Title: Interior proximal point algorithm for linear programs
Authors: Setiono, R. 
Keywords: interior point method
Linear programming
Newton method
proximal point method
Issue Date: Sep-1992
Citation: Setiono, R. (1992-09). Interior proximal point algorithm for linear programs. Journal of Optimization Theory and Applications 74 (3) : 425-444. ScholarBank@NUS Repository. https://doi.org/10.1007/BF00940319
Abstract: An interior proximal point algorithm for finding a solution of a linear program is presented. The distinguishing feature of this algorithm is the addition of a quadratic proximal term to the linear objective function. This perturbation has allowed us to obtain solutions with better feasibility. Implementation of this algorithm shows that the algorithms. We also establish global convergence and local linear convergence of the algorithm. © 1992 Plenum Publishing Corporation.
Source Title: Journal of Optimization Theory and Applications
URI: http://scholarbank.nus.edu.sg/handle/10635/99319
ISSN: 00223239
DOI: 10.1007/BF00940319
Appears in Collections:Staff Publications

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