Newton's method for linear inequality systems

被引:6
作者
Pinar, MC [1 ]
机构
[1] Bilkent Univ, Dept Ind Engn, TR-06533 Ankara, Turkey
关键词
linear inequalities; piecewise-quadratic functions; Newton's method; finiteness;
D O I
10.1016/S0377-2217(97)00178-1
中图分类号
C93 [管理学];
学科分类号
12 ; 1201 ; 1202 ; 120202 ;
摘要
We describe a modified Newton type algorithm for the solution of linear inequality systems in the sense of minimizing the l(2) norm of infeasibilities. Finite termination is proved, and numerical results are given. (C) 1998 Elsevier Science B.V.
引用
收藏
页码:710 / 719
页数:10
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