A smoothing Newton method for the minimum norm solution of linear program
Year: 2014
Journal of Information and Computing Science, Vol. 9 (2014), Iss. 4 : pp. 267–276
Abstract
In this paper, we propose a smoothing Newton method to find the minimum norm solution of linear program problems. By using the smoothing technique, we reformulate the problem as an unconstrained minimization problem with a twice continuous differentiable objective function. The minimization of this objective function can be carried out by the classical Newton-type method which is shown to be globally convergence.
Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2024-JICS-22570
Journal of Information and Computing Science, Vol. 9 (2014), Iss. 4 : pp. 267–276
Published online: 2014-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 10