Newton's method for linear inequality systems

Newton's method for linear inequality systems

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Article ID: iaor19992615
Country: Netherlands
Volume: 107
Issue: 3
Start Page Number: 710
End Page Number: 719
Publication Date: Jun 1998
Journal: European Journal of Operational Research
Authors:
Keywords: Newton method
Abstract:

We describe a modified Newton type algorithm for the solution of linear inequality systems in the sense of minimizing the l2 norm of infeasibilities. Finite termination is proved, and numerical results are given.

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