The Dikin-Karmarkar principle for steepest descent
Steepest feasible descent methods for inequality constrained optimization problems have commonly been plagued by short steps. The consequence of taking short steps is slow convergence or even convergence to non-stationary points (zigzagging). In linear programming, both the projective algorithm of K...
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Format: | Others |
Language: | English |
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2009
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Online Access: | http://hdl.handle.net/1911/16565 |