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

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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.
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     author = {L. D. Popov},
     title = {Quadratic approximation of penalty functions for solving large-scale linear programs},
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     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2007_47_2_a4/}
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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/