DSpace Arşivi :: by Yazar "Khosravi, P." değerine göre listeleniyor

Listeleniyor 1 - 1 / 1

Solving linear programming using Newton method and Goldstein conditions
(Maltepe Üniversitesi, 2009) Khosravi, P.; Navidi, H.; Malek, A.
The aim of this paper is to find an exact least 2-norm solution to the dual linear programming problem and to generate an exact solution to the primal programming problem. The Newton method is proposed for solving linear programs with very large numbers of constraints and variables. We use Goldstein conditions in order to find a suitable step-size in each iteration. The proposed method is based on the apparently overlooked fact that the dual of an exterior penalty formulation of a linear program provides an exact least 2-norm solution to the dual of the linear program. Solving the dual yields an exact least 2-norm solution to the dual and the exact least 2-norm solution to dual problem can be used to generate an exact primal solution. A simple prototype of the method is given in eleven lines of MATLAB code. Encouraging computational results are presented.