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A Simple quadratically convergent Interior Point Algorithm for Linear Programming and Convex quadratic Programming
An algorithm for linear programming (LP) and convex quadratic programming (CQP) is proposed, based on an interior point iteration introduced more than ten years ago by J. Herskovits for the solution of nonlinear programming ...
An SQP Algorithm for Finely Discretized Continuous Minimax Problems and Other Minimax Problems with Many Objective Functions
A common strategy for achieving global convergence in the solution of semi-infinite programming (SIP) problems, and in particular of continuous minimax problems, is to (approximately) solve a sequence of discretized problems, ...