Article ID: | iaor2009677 |
Country: | United Kingdom |
Volume: | 23 |
Issue: | 1 |
Start Page Number: | 109 |
End Page Number: | 128 |
Publication Date: | Feb 2008 |
Journal: | Optimization Methods & Software |
Authors: | Nesterov Yu. |
Keywords: | programming: convex, sets |
In this paper, we propose new efficient gradient schemes for two non-trivial classes of linear programming problems. These schemes are designed to compute approximate solutions with relative accuracy δ.