Linear programming with nonparametric penalty programs and iterated thresholding
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DOI: 10.1080/10556788.2022.2117356
Abstract: It is known [Mangasarian, A Newton method for linear programming, J. Optim. Theory Appl. 121 (2004), pp. 1–18] that every linear program can be solved exactly by minimizing an unconstrained quadratic penalty program. The penalty… read more here.
Keywords: penalty; linear program; linear programming; penalty program ... See more keywords