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A stable primal–dual approach for linear programming under nondegeneracy assumptions

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  • Maria Gonzalez-Lima
  • Hua Wei
  • Henry Wolkowicz

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  • Maria Gonzalez-Lima & Hua Wei & Henry Wolkowicz, 2009. "A stable primal–dual approach for linear programming under nondegeneracy assumptions," Computational Optimization and Applications, Springer, vol. 44(2), pages 213-247, November.
    • Handle: RePEc:spr:coopap:v:44:y:2009:i:2:p:213-247
    DOI: 10.1007/s10589-007-9157-2
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    References listed on IDEAS

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    1. Erling D. Andersen & Yinyu Ye, 1996. "Combining Interior-Point and Pivoting Algorithms for Linear Programming," Management Science, INFORMS, vol. 42(12), pages 1719-1731, December.
    2. ,, 2000. "Problems And Solutions," Econometric Theory, Cambridge University Press, vol. 16(2), pages 287-299, April.
    3. A. Ben-Tal & A. Nemirovski, 1998. "Robust Convex Optimization," Mathematics of Operations Research, INFORMS, vol. 23(4), pages 769-805, November.
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    Cited by:

    1. María Gonzalez-Lima & Aurelio Oliveira & Danilo Oliveira, 2013. "A robust and efficient proposal for solving linear systems arising in interior-point methods for linear programming," Computational Optimization and Applications, Springer, vol. 56(3), pages 573-597, December.
    2. Levent Tunçel & Henry Wolkowicz, 2012. "Strong duality and minimal representations for cone optimization," Computational Optimization and Applications, Springer, vol. 53(2), pages 619-648, October.
    3. Im, Haesol & Wolkowicz, Henry, 2023. "Revisiting degeneracy, strict feasibility, stability, in linear programming," European Journal of Operational Research, Elsevier, vol. 310(2), pages 495-510.
    4. Milan Dražić & Rade Lazović & Vera Kovačević-Vujčić, 2015. "Sparsity preserving preconditioners for linear systems in interior-point methods," Computational Optimization and Applications, Springer, vol. 61(3), pages 557-570, July.

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