A New Result in the Theory and Computation of the Least Norm Solution of a Linear Program.

Abstract

By perturbing properly a linear program to a separable quadratic program it is possible to solve the latter in its dual variable space by iterative techniques such as sparsity-preserving SOR (successive overrelaxation) algorithms. The main result of this paper gives an effective computational criterion to check whether the solutions of the perturbed quadratic programs provide the least 2-norm solution of the original linear program. (Author)

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1986
Accession Number
ADA167515

Entities

People

  • Stefano Lucidi

Organizations

  • University of Wisconsin–Madison

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Computations
  • Computer Programming
  • Evolutionary Algorithms
  • Linear Programming
  • Mathematical Programming
  • Mathematics
  • Nonlinear Programming
  • North Carolina
  • Operations Research
  • Optimization
  • Quadratic Programming
  • Sequences
  • United States
  • Wisconsin

Readers

  • Operations Research

Technology Areas

  • Space