Please use this identifier to cite or link to this item: https://doi.org/10.1016/0305-0548(95)00076-3
DC FieldValue
dc.titleA predictor-corrector method for extended linear-quadratic programming
dc.contributor.authorSun, J.
dc.contributor.authorZhu, J.
dc.date.accessioned2013-10-10T04:37:58Z
dc.date.available2013-10-10T04:37:58Z
dc.date.issued1996
dc.identifier.citationSun, J., Zhu, J. (1996). A predictor-corrector method for extended linear-quadratic programming. Computers and Operations Research 23 (8) : 755-767. ScholarBank@NUS Repository. https://doi.org/10.1016/0305-0548(95)00076-3
dc.identifier.issn03050548
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/44930
dc.description.abstractThe saddle point form of extended linear-quadratic programs can be solved by an interior point path-following method in polynomial time. The algorithm may take advantage of the block structures of certain problems arising from optimal control and stochastic programming. In addition, it needs no line searches and treats fully or not fully quadratic problems equally. Preliminary computational results apparently show that the algorithm is effective in solving a class of two-stage stochastic programming problems. Copyright © 1996 Elsevier Science Ltd.
dc.description.urihttp://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1016/0305-0548(95)00076-3
dc.sourceScopus
dc.typeArticle
dc.contributor.departmentDECISION SCIENCES
dc.description.doi10.1016/0305-0548(95)00076-3
dc.description.sourcetitleComputers and Operations Research
dc.description.volume23
dc.description.issue8
dc.description.page755-767
dc.description.codenCMORA
dc.identifier.isiutA1996UT02800003
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