Locating the least 2-norm solution of linear programs via a path-following method
文献类型：期刊论文
| 作者 | Zhao, YB; Li, D |
| 刊名 | SIAM JOURNAL ON OPTIMIZATION
 |
| 出版日期 | 2002-04-26 |
| 卷号 | 12期号:4页码:893-912 |
| 关键词 | linear programming path-following algorithm regularized central path least 2-norm solution |
| ISSN号 | 1052-6234 |
| 英文摘要 | A linear program has a unique least 2-norm solution, provided that the linear program has a solution. To locate this solution, most of the existing methods were devised to solve certain equivalent perturbed quadratic programs or unconstrained minimization problems. We provide in this paper a new theory which is different from these traditional methods and is an effective numerical method for seeking the least 2-norm solution of a linear program. The essence of this method is a (interior-point-like) path-following algorithm that traces a newly introduced regularized central path that is fairly different from the central path used in interior-point methods. One distinguishing feature of our method is that it imposes no assumption on the problem. The iterates generated by this algorithm converge to the least 2-norm solution whenever the linear program is solvable; otherwise, the iterates converge to a point which gives a minimal KKT residual when the linear program is unsolvable. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000175810600003 |
| 出版者 | SIAM PUBLICATIONS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/17094]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Zhao, YB |
| 作者单位 | 1.Chinese Univ Hong Kong, Dept Syst Engn & Engn Management, Shatin, Hong Kong, Peoples R China 2.Chinese Acad Sci, AMSS, Inst Appl Math, Beijing, Peoples R China |
| 推荐引用方式 GB/T 7714 | Zhao, YB,Li, D. Locating the least 2-norm solution of linear programs via a path-following method[J]. SIAM JOURNAL ON OPTIMIZATION,2002,12(4):893-912. |
| APA | Zhao, YB,&Li, D.(2002).Locating the least 2-norm solution of linear programs via a path-following method.SIAM JOURNAL ON OPTIMIZATION,12(4),893-912. |
| MLA | Zhao, YB,et al."Locating the least 2-norm solution of linear programs via a path-following method".SIAM JOURNAL ON OPTIMIZATION 12.4(2002):893-912. |
入库方式： OAI收割
来源：数学与系统科学研究院
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