Linear programming via a quadratic penalty function

Linear programming via a quadratic penalty function

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Article ID: iaor19972531
Country: Germany
Volume: 44
Issue: 3
Start Page Number: 345
End Page Number: 370
Publication Date: Nov 1996
Journal: Mathematical Methods of Operations Research (Heidelberg)
Authors:
Abstract:

The paper uses quadratic penalty functions along with some recent ideas from linear l1 estimation to arrive at a new characterization of primal optimal solutions in linear programs. The algorithmic implications of this analysis are studied, and a new, finite penalty algorithm for linear programming is designed. Preliminary computational results are presented.

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