Quadratic approximation of penalty functions for solving large-scale linear programs
    
    
  
  
  
      
      
      
        
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 47 (2007) no. 2, pp. 206-221
    
  
  
  
  
  
    
      
      
        
      
      
      
    Voir la notice de l'article provenant de la source Math-Net.Ru
            
              Using the least squares, modified Lagrangian function, and some other methods as examples, the capabilities of the new optimization technique based on the quadratic approximation of penalty functions that has been recently proposed by O. Mangasarian for a special class of linear programming problems are demonstrated. The application of this technique makes it possible to use unified matrix operations and standard linear algebra packages (including parallel ones) for solving large-scale problems with sparse strongly structured constraint matrices. With this technique, the computational schemes of some well-known algorithms can take an unexpected form.
            
            
            
          
        
      @article{ZVMMF_2007_47_2_a4,
     author = {L. D. Popov},
     title = {Quadratic approximation of penalty functions for solving large-scale linear programs},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {206--221},
     publisher = {mathdoc},
     volume = {47},
     number = {2},
     year = {2007},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2007_47_2_a4/}
}
                      
                      
                    TY - JOUR AU - L. D. Popov TI - Quadratic approximation of penalty functions for solving large-scale linear programs JO - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki PY - 2007 SP - 206 EP - 221 VL - 47 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZVMMF_2007_47_2_a4/ LA - ru ID - ZVMMF_2007_47_2_a4 ER -
%0 Journal Article %A L. D. Popov %T Quadratic approximation of penalty functions for solving large-scale linear programs %J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki %D 2007 %P 206-221 %V 47 %N 2 %I mathdoc %U http://geodesic.mathdoc.fr/item/ZVMMF_2007_47_2_a4/ %G ru %F ZVMMF_2007_47_2_a4
L. D. Popov. Quadratic approximation of penalty functions for solving large-scale linear programs. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 47 (2007) no. 2, pp. 206-221. http://geodesic.mathdoc.fr/item/ZVMMF_2007_47_2_a4/
