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Linear programming via a quadratic penalty function

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Abstract

We use quadratic penalty functions along with some recent ideas from linearl 1 estimation to arrive at a new characterization of primal optimal solutions in linear programs. The algorithmic implications of this analysis are studied, and a new, finite penalty algorithm for linear programming is designed. Preliminary computational results are presented.

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Authors and Affiliations

  1. IE Department, Bilkent University, 06533, Bilkent, Ankara, Turkey

    Mustafa Ç. Pinar

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  1. Mustafa Ç. Pinar
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Research supported by grant No. 11-0505 from the Danish Natural Science Research Council SNF.

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Pinar, M.Ç. Linear programming via a quadratic penalty function. Mathematical Methods of Operations Research 44, 345–370 (1996). https://doi.org/10.1007/BF01193936

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  • DOI: https://doi.org/10.1007/BF01193936

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