An adaptive incremental approach for the solution of convex programming models
A proposed approach for the solution of convex programming problems is introduced. It is based on an incremental procedure and the maximum number of increments does not exceed the total number of constraints. The details of the algorithm are given and an illustrative example is presented.
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Published in | Mathematics and computers in simulation Vol. 35; no. 6; pp. 501 - 508 |
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Main Authors | , , |
Format | Journal Article |
Language | English |
Published |
Amsterdam
Elsevier B.V
01.12.1993
Elsevier |
Subjects | |
Online Access | Get full text |
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Summary: | A proposed approach for the solution of convex programming problems is introduced. It is based on an incremental procedure and the maximum number of increments does not exceed the total number of constraints. The details of the algorithm are given and an illustrative example is presented. |
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ISSN: | 0378-4754 1872-7166 |
DOI: | 10.1016/0378-4754(93)90068-6 |